+326.4%
LGIH vs SPY
+438.5%
-112.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | -4.3% | +0.1% | -4.5% | -4.5% |
| 30D | -10.5% | +0.1% | -10.6% | -10.5% |
| 3M | +8.7% | +2.0% | +6.7% | +5.8% |
| 6M | +13.1% | +13.0% | 0.0% | -3.5% |
| YTD | +28.0% | +13.5% | +14.5% | +8.4% |
| 1Y | -16.0% | +20.0% | -35.9% | -34.1% |
| 3Y | -56.2% | +77.2% | -133.4% | -80.0% |
| 5Y | -66.2% | +81.9% | -148.1% | -84.7% |
| 10Y | +43.9% | +314.1% | -270.2% | -77.4% |
| All | +326.4% | +438.5% | -112.1% | -50.6% |
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