-99.1%
LIMN vs SPY
+37.5%
-136.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | -29.7% | -0.9% | -28.8% | -29.2% |
| 3M | -48.7% | +3.9% | -52.5% | -49.2% |
| 6M | -68.8% | +14.5% | -83.3% | -69.8% |
| YTD | -88.1% | +12.9% | -101.1% | -88.8% |
| 1Y | -96.9% | +19.4% | -116.2% | -97.2% |
| All | -99.1% | +37.5% | -136.6% | -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 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