+53.2%
LILAK vs SPY
+77.0%
-23.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | +3.3% | -0.8% | +4.1% | +3.8% |
| 30D | +2.3% | -1.1% | +3.4% | +3.1% |
| 3M | +62.3% | +3.9% | +58.4% | +57.2% |
| 6M | +72.7% | +13.6% | +59.1% | +55.7% |
| YTD | +72.3% | +12.7% | +59.6% | +56.2% |
| 1Y | +65.8% | +17.5% | +48.3% | +45.1% |
| 3Y | +53.2% | +76.9% | -23.7% | -16.7% |
| All | +53.2% | +77.0% | -23.8% | -16.7% |
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