-68.3%
LICN vs SPY
+94.6%
-162.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.7% | -20.8% |
| 7D | -1.8% | -0.4% | -1.4% | -21.8% |
| 30D | -5.9% | -1.4% | -4.6% | -57.5% |
| 3M | -38.0% | +3.7% | -41.7% | -84.2% |
| 6M | -64.8% | +13.0% | -77.8% | -99.0% |
| YTD | -60.6% | +12.4% | -73.0% | -99.9% |
| 1Y | -78.8% | +18.5% | -97.3% | -100.0% |
| 3Y | +50.0% | +77.6% | -27.6% | -100.0% |
| All | -68.3% | +94.6% | -162.9% | -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 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