-51.1%
LIDR vs SPY
+21.3%
-72.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -3.6% |
| 7D | +14.2% | +0.3% | +13.9% | +13.1% |
| 30D | +8.7% | +0.2% | +8.5% | +7.9% |
| 3M | -31.2% | +2.8% | -33.9% | -34.9% |
| 6M | -16.0% | +14.3% | -30.2% | -34.6% |
| YTD | -25.5% | +14.0% | -39.5% | -41.6% |
| All | -51.1% | +21.3% | -72.4% | -65.5% |
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