-99.6%
LIDR vs SPY
+116.0%
-215.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.9% |
| 7D | -6.6% | -2.0% | -4.6% | -3.7% |
| 30D | -3.8% | -1.7% | -2.1% | -1.6% |
| 3M | -20.5% | +4.7% | -25.2% | -25.6% |
| 6M | -20.0% | +12.5% | -32.5% | -31.7% |
| YTD | -30.4% | +11.7% | -42.2% | -39.7% |
| 1Y | -51.9% | +17.5% | -69.4% | -61.0% |
| 3Y | -82.6% | +76.6% | -159.1% | -91.4% |
| 5Y | -99.5% | +82.0% | -181.5% | -99.7% |
| All | -99.6% | +116.0% | -215.6% | -99.8% |
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