-76.4%
LGPS vs SPY
+34.4%
-110.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -4.9% |
| 7D | -17.6% | -0.4% | -17.3% | -17.3% |
| 30D | -10.6% | -1.4% | -9.3% | -9.3% |
| 3M | +10.8% | +3.7% | +7.1% | +7.6% |
| 6M | +9.7% | +13.0% | -3.3% | -2.3% |
| YTD | -10.1% | +12.4% | -22.5% | -19.6% |
| 1Y | -16.2% | +18.5% | -34.7% | -29.5% |
| All | -76.4% | +34.4% | -110.8% | -83.2% |
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