-70.3%
LICN vs SPY
+95.1%
-165.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | +25.0% |
| 7D | -9.6% | -0.8% | -8.8% | -36.5% |
| 30D | -20.0% | -1.1% | -18.9% | -62.1% |
| 3M | -58.6% | +3.9% | -62.4% | -87.7% |
| 6M | -65.0% | +13.6% | -78.6% | -98.8% |
| YTD | -63.1% | +12.7% | -75.8% | -99.9% |
| 1Y | -79.2% | +17.5% | -96.7% | -100.0% |
| 3Y | +31.8% | +76.9% | -45.1% | -100.0% |
| All | -70.3% | +95.1% | -165.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling