+73.7%
LGN vs SPY
+18.4%
+55.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.9% |
| 30D | -19.2% | +0.1% | -19.2% | -19.3% |
| 3M | -40.4% | +2.0% | -42.4% | -42.9% |
| 6M | -4.4% | +13.0% | -17.4% | -27.6% |
| YTD | +23.1% | +13.5% | +9.5% | -6.9% |
| All | +73.7% | +18.4% | +55.3% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling