-24.5%
LILA vs SPY
+307.0%
-331.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | +10.4% | +2.6% | +7.8% | +7.3% |
| 30D | +21.5% | -2.0% | +23.5% | +23.7% |
| 3M | +15.1% | -2.8% | +17.9% | +18.3% |
| 6M | +91.8% | +2.1% | +89.7% | +83.9% |
| YTD | +96.0% | +11.5% | +84.5% | +68.4% |
| 1Y | +78.8% | +13.5% | +65.4% | +50.3% |
| 3Y | +104.9% | +77.7% | +27.2% | -5.3% |
| 5Y | +6.2% | +72.6% | -66.4% | -48.3% |
| All | -24.5% | +307.0% | -331.5% | -87.5% |
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