+56.8%
LILA vs SPY
+78.7%
-21.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +1.5% | +0.5% | +1.0% | +1.1% |
| 30D | +2.1% | -0.9% | +3.1% | +2.8% |
| 3M | +67.6% | +3.9% | +63.8% | +62.4% |
| 6M | +60.3% | +14.5% | +45.8% | +43.6% |
| YTD | +73.1% | +12.9% | +60.2% | +56.8% |
| 1Y | +63.4% | +19.4% | +44.0% | +41.1% |
| 3Y | +56.8% | +78.5% | -21.7% | -15.9% |
| All | +56.8% | +78.7% | -21.9% | -15.9% |
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