-24.1%
LI vs SPY
+153.6%
-177.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +11.5% | -0.6% | +12.1% | +11.7% |
| 30D | +8.2% | -3.7% | +11.9% | +12.2% |
| 3M | -2.7% | -2.7% | 0.0% | -0.4% |
| 6M | -30.6% | +2.2% | -32.8% | -33.0% |
| YTD | -26.2% | +10.8% | -37.1% | -35.1% |
| 1Y | -38.1% | +11.2% | -49.3% | -45.7% |
| 3Y | -66.2% | +76.5% | -142.7% | -83.6% |
| 5Y | -57.9% | +72.9% | -130.8% | -78.2% |
| All | -24.1% | +153.6% | -177.7% | -88.5% |
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