-97.4%
LIQT vs SPY
+322.5%
-419.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.9% |
| 7D | +24.6% | -0.8% | +25.3% | +25.1% |
| 30D | +16.4% | -1.1% | +17.5% | +17.1% |
| 3M | -22.0% | +3.9% | -25.8% | -23.9% |
| 6M | -51.0% | +13.6% | -64.6% | -54.7% |
| YTD | -51.4% | +12.7% | -64.0% | -54.8% |
| 1Y | -70.4% | +17.5% | -87.9% | -73.1% |
| 3Y | -79.7% | +76.9% | -156.6% | -85.8% |
| 5Y | -98.3% | +83.6% | -181.9% | -98.9% |
| All | -97.4% | +322.5% | -419.8% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling