-25.0%
LI vs SPY
+154.5%
-179.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -4.0% |
| 7D | +10.4% | +0.1% | +10.3% | +9.8% |
| 30D | +6.9% | -3.3% | +10.3% | +10.4% |
| 3M | -4.7% | -2.4% | -2.3% | -2.8% |
| 6M | -31.4% | +2.6% | -34.0% | -34.1% |
| YTD | -27.1% | +11.2% | -38.4% | -36.1% |
| 1Y | -38.3% | +13.4% | -51.7% | -47.0% |
| 3Y | -67.2% | +79.9% | -147.1% | -84.5% |
| 5Y | -58.8% | +72.2% | -131.0% | -78.6% |
| All | -25.0% | +154.5% | -179.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling