+62.7%
LIF vs SPY
+45.2%
+17.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.2% |
| 7D | -7.3% | +2.6% | -9.9% | -11.7% |
| 30D | +5.7% | -2.0% | +7.7% | +9.2% |
| 3M | -12.6% | -2.8% | -9.8% | -8.3% |
| 6M | +9.4% | +2.1% | +7.2% | +6.0% |
| YTD | -31.5% | +11.5% | -43.0% | -42.7% |
| 1Y | -40.0% | +13.5% | -53.5% | -51.2% |
| All | +62.7% | +45.2% | +17.5% | -3.9% |
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