-99.8%
LIDR vs SPY
+115.5%
-215.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.9% |
| 7D | -14.3% | +2.6% | -16.9% | -17.5% |
| 30D | -11.7% | -2.0% | -9.8% | -8.4% |
| 3M | -41.9% | -2.8% | -39.1% | -39.1% |
| 6M | -69.4% | +2.1% | -71.5% | -69.9% |
| YTD | -59.6% | +11.5% | -71.1% | -64.5% |
| 1Y | -69.4% | +13.5% | -82.8% | -73.8% |
| 3Y | -87.5% | +77.7% | -165.2% | -93.8% |
| 5Y | -99.6% | +72.6% | -172.2% | -99.8% |
| All | -99.8% | +115.5% | -215.3% | -99.9% |
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