-58.2%
LIF vs SPY
+19.4%
-77.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.2% |
| 7D | +2.9% | +0.5% | +2.4% | +1.6% |
| 30D | -31.8% | -0.9% | -30.9% | -30.1% |
| 3M | -7.6% | +3.9% | -11.5% | -14.0% |
| 6M | -4.4% | +14.5% | -18.9% | -27.3% |
| YTD | -32.8% | +12.9% | -45.7% | -47.1% |
| 1Y | -58.2% | +19.4% | -77.6% | -69.0% |
| All | -58.2% | +19.4% | -77.6% | -69.0% |
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