-24.3%
LI vs SPY
+158.4%
-182.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.3% |
| 7D | +4.7% | +0.5% | +4.2% | +4.1% |
| 30D | -3.8% | -0.9% | -2.8% | -2.8% |
| 3M | -14.2% | +3.9% | -18.1% | -18.2% |
| 6M | -27.4% | +14.5% | -41.9% | -38.0% |
| YTD | -26.4% | +12.9% | -39.3% | -36.1% |
| 1Y | -47.6% | +19.4% | -67.0% | -57.3% |
| 3Y | -67.6% | +78.5% | -146.0% | -84.4% |
| 5Y | -58.8% | +81.8% | -140.5% | -79.8% |
| All | -24.3% | +158.4% | -182.7% | -88.7% |
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