+21.6%
LGN vs SPY
+17.1%
+4.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +1.3% | +14.4% | +11.9% |
| 7D | +15.4% | -0.9% | +16.4% | +21.3% |
| 30D | -23.9% | -2.4% | -21.5% | -16.8% |
| 3M | -42.9% | -1.2% | -41.8% | -39.5% |
| 6M | -62.2% | +3.3% | -65.5% | -64.0% |
| YTD | -13.8% | +12.3% | -26.1% | -31.0% |
| 1Y | +2.3% | +12.4% | -10.1% | -17.4% |
| All | +21.6% | +17.1% | +4.5% | -4.2% |
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