+14.8%
LGN vs SPY
+16.3%
-1.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -2.5% |
| 7D | +25.4% | +2.6% | +22.8% | +18.0% |
| 30D | -22.1% | -2.0% | -20.1% | -15.6% |
| 3M | -44.7% | -2.8% | -41.9% | -38.6% |
| 6M | -65.0% | +2.1% | -67.1% | -65.6% |
| YTD | -18.7% | +11.5% | -30.2% | -33.5% |
| 1Y | +5.0% | +13.5% | -8.4% | -17.1% |
| All | +14.8% | +16.3% | -1.5% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling