-58.2%
LI vs SPY
+67.5%
-125.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.8% |
| 7D | +13.6% | -2.7% | +16.3% | +16.4% |
| 30D | +14.0% | -5.4% | +19.4% | +20.3% |
| 3M | -1.3% | -4.1% | +2.8% | +2.5% |
| 6M | -29.3% | +0.7% | -30.0% | -30.5% |
| YTD | -26.0% | +8.7% | -34.7% | -33.1% |
| 1Y | -37.9% | +10.9% | -48.8% | -45.0% |
| 3Y | -68.2% | +75.0% | -143.2% | -84.1% |
| All | -58.2% | +67.5% | -125.7% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling