-64.5%
LILAK vs SPY
+331.1%
-395.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.4% |
| 30D | +2.4% | -1.4% | +3.7% | +4.0% |
| 3M | +64.1% | +3.7% | +60.4% | +55.7% |
| 6M | +60.8% | +13.0% | +47.8% | +37.2% |
| YTD | +70.3% | +12.4% | +57.9% | +46.0% |
| 1Y | +61.4% | +18.5% | +42.9% | +29.4% |
| 3Y | +55.9% | +77.6% | -21.8% | -26.4% |
| 5Y | -7.0% | +81.7% | -88.7% | -56.8% |
| 10Y | -54.1% | +319.7% | -373.7% | -91.8% |
| All | -64.5% | +331.1% | -395.6% | -92.3% |
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