-99.4%
LIQT vs SPY
+710.6%
-809.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.8% |
| 7D | +25.5% | -0.4% | +25.8% | +25.7% |
| 30D | -4.2% | -1.4% | -2.8% | -3.5% |
| 3M | -13.8% | +3.7% | -17.5% | -15.5% |
| 6M | -53.1% | +13.0% | -66.1% | -56.0% |
| YTD | -52.7% | +12.4% | -65.1% | -55.5% |
| 1Y | -70.9% | +18.5% | -89.4% | -73.3% |
| 3Y | -80.2% | +77.6% | -157.9% | -85.5% |
| 5Y | -98.4% | +81.7% | -180.1% | -98.9% |
| 10Y | -97.2% | +319.7% | -416.8% | -98.6% |
| All | -99.4% | +710.6% | -809.9% | -99.7% |
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