-53.5%
LILA vs SPY
+312.5%
-366.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -1.1% | -0.4% | -0.8% | -0.7% |
| 30D | +1.6% | -1.4% | +3.0% | +3.3% |
| 3M | +64.9% | +3.7% | +61.2% | +56.4% |
| 6M | +62.6% | +13.0% | +49.6% | +38.4% |
| YTD | +72.3% | +12.4% | +59.9% | +47.4% |
| 1Y | +64.7% | +18.5% | +46.2% | +31.7% |
| 3Y | +56.0% | +77.6% | -21.6% | -27.2% |
| 5Y | -5.8% | +81.7% | -87.4% | -56.9% |
| 10Y | -53.5% | +319.7% | -373.2% | -92.2% |
| All | -53.5% | +312.5% | -366.1% | -92.2% |
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