-43.2%
LIF vs SPY
+11.8%
-55.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.4% |
| 7D | -6.8% | +3.3% | -10.1% | -13.0% |
| 30D | +2.7% | -2.7% | +5.4% | +8.8% |
| 3M | -11.1% | -1.7% | -9.3% | -8.0% |
| 6M | +13.2% | +3.1% | +10.1% | +5.9% |
| YTD | -31.9% | +11.9% | -43.8% | -46.8% |
| 1Y | -43.2% | +12.0% | -55.2% | -55.8% |
| All | -43.2% | +11.8% | -55.0% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling