-36.8%
LGPS vs SPY
+14.6%
-51.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | +7.8% | -0.7% | +8.5% | +8.1% |
| 30D | -6.9% | -1.0% | -5.9% | -6.4% |
| 3M | -37.4% | -0.3% | -37.0% | -37.3% |
| 6M | -0.1% | +7.3% | -7.5% | -4.1% |
| YTD | -29.0% | +13.3% | -42.3% | -33.6% |
| 1Y | -36.8% | +14.8% | -51.6% | -41.4% |
| All | -36.8% | +14.6% | -51.4% | -41.4% |
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