+220.1%
LGIH vs SPY
+428.7%
-208.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -9.4% | +2.6% | -12.0% | -12.5% |
| 30D | -2.5% | -2.0% | -0.5% | -0.2% |
| 3M | -29.8% | -2.8% | -27.1% | -27.1% |
| 6M | -9.2% | +2.1% | -11.4% | -11.8% |
| YTD | -3.9% | +11.5% | -15.4% | -16.8% |
| 1Y | -14.4% | +13.5% | -27.9% | -27.6% |
| 3Y | -63.2% | +77.7% | -140.9% | -83.3% |
| 5Y | -71.1% | +72.6% | -143.7% | -86.0% |
| 10Y | +32.5% | +308.2% | -275.7% | -78.8% |
| All | +220.1% | +428.7% | -208.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling