-60.1%
LI vs SPY
+82.0%
-142.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -3.4% | +0.1% | -3.5% | -3.5% |
| 3M | -15.1% | +2.0% | -17.1% | -17.2% |
| 6M | -28.2% | +13.0% | -41.2% | -37.4% |
| YTD | -26.9% | +13.5% | -40.5% | -36.6% |
| 1Y | -48.4% | +20.0% | -68.4% | -57.9% |
| 3Y | -70.8% | +77.2% | -148.0% | -85.5% |
| All | -60.1% | +82.0% | -142.1% | -80.3% |
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