-73.2%
LILA vs SPY
+344.0%
-417.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +1.7% | +0.1% | +1.6% | +1.6% |
| 3M | +67.4% | +2.0% | +65.5% | +62.0% |
| 6M | +53.3% | +13.0% | +40.3% | +30.8% |
| YTD | +69.7% | +13.5% | +56.2% | +43.8% |
| 1Y | +56.8% | +20.0% | +36.8% | +23.9% |
| 3Y | +43.5% | +77.2% | -33.7% | -31.8% |
| 5Y | -12.2% | +81.9% | -94.1% | -59.3% |
| 10Y | -53.2% | +314.1% | -367.3% | -91.4% |
| All | -73.2% | +344.0% | -417.2% | -95.4% |
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