-99.6%
LIDR vs SPY
+74.0%
-173.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -5.4% |
| 7D | -13.9% | +3.3% | -17.2% | -18.2% |
| 30D | -14.8% | -2.7% | -12.2% | -10.4% |
| 3M | -42.2% | -1.7% | -40.5% | -40.3% |
| 6M | -64.5% | +3.1% | -67.6% | -65.7% |
| YTD | -58.5% | +11.9% | -70.4% | -64.1% |
| 1Y | -69.2% | +12.0% | -81.2% | -73.4% |
| 3Y | -85.9% | +78.2% | -164.0% | -93.4% |
| 5Y | -99.6% | +73.2% | -172.8% | -99.8% |
| All | -99.6% | +74.0% | -173.6% | -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 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