-74.4%
LICN vs SPY
+20.8%
-95.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | -38.5% | +2.0% | -40.5% | -38.9% |
| 6M | -63.5% | +13.0% | -76.5% | -65.8% |
| YTD | -59.2% | +13.5% | -72.8% | -62.1% |
| 1Y | -74.4% | +20.0% | -94.4% | -74.5% |
| All | -74.4% | +20.8% | -95.3% | -74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling