+75.6%
LGN vs SPY
+16.5%
+59.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -1.5% |
| 7D | +1.7% | -2.0% | +3.7% | +7.0% |
| 30D | -17.6% | -1.7% | -15.9% | -14.0% |
| 3M | -33.6% | +4.7% | -38.4% | -40.6% |
| 6M | +4.2% | +12.5% | -8.3% | -20.7% |
| YTD | +24.4% | +11.7% | +12.7% | -1.9% |
| All | +75.6% | +16.5% | +59.1% | +36.3% |
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