-68.4%
LILA vs SPY
+333.4%
-401.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.4% | +8.5% |
| 7D | +15.0% | -0.6% | +15.6% | +15.3% |
| 30D | +24.0% | -3.7% | +27.6% | +28.7% |
| 3M | +18.0% | -2.7% | +20.7% | +21.1% |
| 6M | +93.7% | +2.2% | +91.5% | +85.6% |
| YTD | +100.0% | +10.8% | +89.2% | +73.2% |
| 1Y | +82.5% | +11.2% | +71.2% | +57.3% |
| 3Y | +105.5% | +76.5% | +29.1% | -2.9% |
| 5Y | +10.7% | +72.9% | -62.2% | -45.6% |
| 10Y | -22.4% | +304.8% | -327.2% | -85.4% |
| All | -68.4% | +333.4% | -401.8% | -94.5% |
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 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