+66.7%
LIF vs SPY
+44.8%
+21.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.3% | -9.2% |
| 7D | +0.7% | +0.1% | +0.7% | 0.0% |
| 30D | +3.0% | -3.3% | +6.3% | +9.0% |
| 3M | -28.8% | -2.4% | -26.3% | -25.7% |
| 6M | +2.2% | +2.6% | -0.4% | -1.8% |
| YTD | -29.8% | +11.2% | -41.0% | -41.1% |
| 1Y | -50.5% | +13.4% | -63.9% | -59.7% |
| All | +66.7% | +44.8% | +21.9% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling