-99.3%
LIMN vs SPY
+35.8%
-135.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.2% |
| 7D | +17.7% | +2.6% | +15.1% | +15.4% |
| 30D | -8.0% | -2.0% | -6.0% | -6.5% |
| 3M | -60.1% | -2.8% | -57.4% | -59.3% |
| 6M | -67.7% | +2.1% | -69.8% | -67.4% |
| YTD | -90.2% | +11.5% | -101.7% | -90.6% |
| 1Y | -94.4% | +13.5% | -107.9% | -94.8% |
| All | -99.3% | +35.8% | -135.1% | -99.3% |
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 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