-70.5%
LI vs SPY
+78.1%
-148.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | -7.1% | +2.6% | -9.7% | -8.7% |
| 30D | +3.4% | -2.0% | +5.4% | +4.5% |
| 3M | -5.1% | -2.8% | -2.4% | -3.6% |
| 6M | -41.9% | +2.1% | -44.0% | -43.1% |
| YTD | -31.2% | +11.5% | -42.7% | -37.2% |
| 1Y | -41.6% | +13.5% | -55.1% | -47.3% |
| 3Y | -70.5% | +77.7% | -148.2% | -83.0% |
| All | -70.5% | +78.1% | -148.6% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling