-94.5%
LGO vs SPY
+81.0%
-175.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.5% |
| 30D | -8.9% | -1.4% | -7.5% | -6.9% |
| 3M | -11.1% | +3.7% | -14.8% | -14.9% |
| 6M | -53.5% | +13.0% | -66.5% | -60.3% |
| YTD | -23.4% | +12.4% | -35.8% | -33.3% |
| 1Y | -52.0% | +18.5% | -70.5% | -60.9% |
| 3Y | -78.1% | +77.6% | -155.7% | -89.3% |
| 5Y | -94.5% | +81.7% | -176.1% | -97.3% |
| All | -94.5% | +81.0% | -175.5% | -97.3% |
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