+11.6%
LIEN vs SPY
+81.5%
-69.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +5.8% | -1.4% | +7.1% | +6.0% |
| 3M | +5.6% | +3.7% | +1.8% | +4.8% |
| 6M | +9.9% | +13.0% | -3.1% | +7.4% |
| YTD | +5.9% | +12.4% | -6.5% | +3.6% |
| 1Y | +6.1% | +18.5% | -12.4% | +2.7% |
| 3Y | +51.4% | +77.6% | -26.2% | +33.2% |
| All | +11.6% | +81.5% | -69.9% | -0.4% |
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