-80.3%
LGO vs SPY
+318.9%
-399.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.5% |
| 7D | -2.8% | -2.0% | -0.8% | -0.7% |
| 30D | -10.4% | -1.7% | -8.7% | -8.7% |
| 3M | -8.0% | +4.7% | -12.7% | -11.8% |
| 6M | -55.8% | +12.5% | -68.3% | -60.3% |
| YTD | -26.6% | +11.7% | -38.3% | -33.1% |
| 1Y | -55.2% | +17.5% | -72.7% | -61.0% |
| 3Y | -79.0% | +76.6% | -155.6% | -87.4% |
| 5Y | -94.7% | +82.0% | -176.7% | -96.8% |
| All | -80.3% | +318.9% | -399.2% | -93.0% |
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