-82.5%
LGPS vs SPY
+34.3%
-116.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -7.0% |
| 7D | -6.2% | -0.9% | -5.3% | -5.3% |
| 30D | -14.6% | -2.4% | -12.3% | -12.9% |
| 3M | -31.0% | -1.2% | -29.8% | -30.1% |
| 6M | -7.6% | +3.3% | -10.9% | -10.5% |
| YTD | -33.3% | +12.3% | -45.6% | -40.4% |
| 1Y | -40.7% | +12.4% | -53.1% | -47.0% |
| All | -82.5% | +34.3% | -116.8% | -87.5% |
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