-99.6%
LIDR vs SPY
+119.5%
-219.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | +19.1% | +0.1% | +19.0% | +18.6% |
| 30D | +8.7% | +0.1% | +8.7% | +8.4% |
| 3M | -30.1% | +2.0% | -32.1% | -31.8% |
| 6M | -17.0% | +13.0% | -30.0% | -29.6% |
| YTD | -25.5% | +13.5% | -39.1% | -37.0% |
| 1Y | -51.1% | +20.0% | -71.0% | -61.5% |
| 3Y | -82.5% | +77.2% | -159.7% | -91.4% |
| 5Y | -99.6% | +81.9% | -181.5% | -99.8% |
| All | -99.6% | +119.5% | -219.1% | -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 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