-66.6%
LICN vs SPY
+95.5%
-162.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | -16.8% |
| 7D | 0.0% | +0.5% | -0.5% | +10.2% |
| 30D | -3.3% | -0.9% | -2.4% | -48.2% |
| 3M | -35.0% | +3.9% | -38.9% | -82.2% |
| 6M | -61.1% | +14.5% | -75.7% | -98.2% |
| YTD | -58.5% | +12.9% | -71.4% | -99.9% |
| 1Y | -75.9% | +19.4% | -95.2% | -100.0% |
| 3Y | +58.1% | +78.5% | -20.3% | -100.0% |
| All | -66.6% | +95.5% | -162.1% | -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 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