+55.9%
LIF vs SPY
+46.4%
+9.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.4% |
| 7D | -2.5% | -0.4% | -2.1% | -1.8% |
| 30D | -34.9% | -1.4% | -33.5% | -33.0% |
| 3M | -10.4% | +3.7% | -14.2% | -15.4% |
| 6M | -11.5% | +13.0% | -24.5% | -27.9% |
| YTD | -34.4% | +12.4% | -46.8% | -45.7% |
| 1Y | -56.1% | +18.5% | -74.7% | -66.7% |
| All | +55.9% | +46.4% | +9.5% | -8.9% |
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