+2.4%
LIEN vs SPY
+80.7%
-78.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -0.4% | +3.3% | -3.7% | -1.0% |
| 30D | -0.8% | -2.7% | +1.9% | -0.3% |
| 3M | -3.5% | -1.7% | -1.8% | -3.2% |
| 6M | +6.7% | +3.1% | +3.6% | +6.0% |
| YTD | -2.9% | +11.9% | -14.8% | -4.9% |
| 1Y | +3.3% | +12.0% | -8.7% | +1.0% |
| 3Y | +46.3% | +78.2% | -31.9% | +28.5% |
| All | +2.4% | +80.7% | -78.3% | -8.6% |
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