-98.7%
LGO vs SPY
+731.2%
-829.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | 0.0% | +3.3% | -3.3% | -3.1% |
| 30D | -28.9% | -2.7% | -26.2% | -27.0% |
| 3M | -56.8% | -1.7% | -55.0% | -56.1% |
| 6M | -71.7% | +3.1% | -74.8% | -72.4% |
| YTD | -66.0% | +11.9% | -77.9% | -68.9% |
| 1Y | -70.9% | +12.0% | -82.9% | -73.4% |
| 3Y | -84.0% | +78.2% | -162.2% | -90.3% |
| 5Y | -97.2% | +73.2% | -170.4% | -98.2% |
| 10Y | -89.3% | +309.6% | -399.0% | -96.6% |
| All | -98.7% | +731.2% | -829.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling