-90.0%
LGO vs SPY
+307.0%
-397.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.7% |
| 7D | -6.1% | +2.6% | -8.7% | -8.5% |
| 30D | -26.2% | -2.0% | -24.2% | -24.7% |
| 3M | -58.7% | -2.8% | -55.9% | -57.5% |
| 6M | -72.3% | +2.1% | -74.5% | -72.8% |
| YTD | -67.0% | +11.5% | -78.5% | -70.0% |
| 1Y | -68.4% | +13.5% | -81.8% | -71.7% |
| 3Y | -84.7% | +77.7% | -162.4% | -90.9% |
| 5Y | -97.3% | +72.6% | -169.9% | -98.3% |
| All | -90.0% | +307.0% | -397.0% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling