-70.8%
LILA vs SPY
+335.0%
-405.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +1.5% |
| 7D | +7.6% | +0.1% | +7.6% | +7.1% |
| 30D | +14.7% | -3.3% | +18.0% | +18.7% |
| 3M | +9.2% | -2.4% | +11.6% | +11.7% |
| 6M | +79.2% | +2.6% | +76.7% | +71.1% |
| YTD | +85.0% | +11.2% | +73.8% | +59.7% |
| 1Y | +74.0% | +13.4% | +60.6% | +46.7% |
| 3Y | +114.0% | +79.9% | +34.1% | -1.1% |
| 5Y | +3.2% | +72.2% | -69.0% | -48.9% |
| 10Y | -28.9% | +307.3% | -336.3% | -86.7% |
| All | -70.8% | +335.0% | -405.7% | -94.9% |
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 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