+81.0%
LGN vs SPY
+17.2%
+63.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.0% |
| 7D | +7.5% | -0.4% | +7.9% | +8.4% |
| 30D | -13.9% | -1.4% | -12.6% | -10.9% |
| 3M | -35.5% | +3.7% | -39.2% | -40.7% |
| 6M | +9.5% | +13.0% | -3.5% | -17.6% |
| YTD | +28.3% | +12.4% | +15.9% | -0.5% |
| All | +81.0% | +17.2% | +63.8% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling