-99.1%
LIMN vs SPY
+36.9%
-136.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | -9.4% | -0.4% | -9.0% | -9.2% |
| 30D | -40.5% | -1.4% | -39.1% | -39.9% |
| 3M | -47.3% | +3.7% | -51.0% | -47.7% |
| 6M | -70.3% | +13.0% | -83.3% | -71.1% |
| YTD | -88.6% | +12.4% | -101.0% | -89.2% |
| 1Y | -97.2% | +18.5% | -115.7% | -97.5% |
| All | -99.1% | +36.9% | -136.0% | -99.2% |
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