+30.5%
LIVN vs SPY
+322.5%
-292.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -4.6% | -0.8% | -3.8% | -3.8% |
| 30D | -3.2% | -1.1% | -2.2% | -2.1% |
| 3M | -2.2% | +3.9% | -6.1% | -6.1% |
| 6M | +25.6% | +13.6% | +12.0% | +10.1% |
| YTD | +27.1% | +12.7% | +14.4% | +12.2% |
| 1Y | +36.3% | +17.5% | +18.8% | +15.4% |
| 3Y | +43.3% | +76.9% | -33.6% | -21.3% |
| 5Y | -5.7% | +83.6% | -89.2% | -50.2% |
| All | +30.5% | +322.5% | -292.0% | -70.1% |
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