+43.3%
LIVN vs SPY
+75.5%
-32.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -3.7% | -2.0% | -1.7% | -1.9% |
| 30D | -0.5% | -1.7% | +1.1% | +1.1% |
| 3M | -0.3% | +4.7% | -5.0% | -4.6% |
| 6M | +26.2% | +12.5% | +13.7% | +13.1% |
| YTD | +27.1% | +11.7% | +15.3% | +14.5% |
| 1Y | +38.3% | +17.5% | +20.8% | +19.1% |
| All | +43.3% | +75.5% | -32.2% | -17.6% |
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