+75.4%
LIF vs SPY
+41.5%
+33.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.5% |
| 7D | +6.6% | -2.7% | +9.3% | +11.8% |
| 30D | +14.9% | -5.4% | +20.3% | +26.9% |
| 3M | -20.6% | -4.1% | -16.5% | -14.3% |
| 6M | +9.2% | +0.7% | +8.5% | +8.8% |
| YTD | -26.1% | +8.7% | -34.8% | -35.2% |
| 1Y | -48.3% | +10.9% | -59.2% | -56.1% |
| All | +75.4% | +41.5% | +33.9% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling