-57.6%
LGO vs SPY
+18.1%
-75.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -3.9% |
| 7D | -4.4% | -0.8% | -3.6% | -2.5% |
| 30D | -8.3% | -1.1% | -7.2% | -5.5% |
| 3M | -15.2% | +3.9% | -19.0% | -22.6% |
| 6M | -53.2% | +13.6% | -66.8% | -65.8% |
| YTD | -27.8% | +12.7% | -40.5% | -45.1% |
| 1Y | -57.6% | +17.5% | -75.1% | -72.1% |
| All | -57.6% | +18.1% | -75.7% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling