+15.4%
LIVN vs SPY
+351.3%
-335.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.9% |
| 7D | +0.7% | +0.5% | +0.1% | +0.1% |
| 30D | +5.9% | -0.9% | +6.8% | +6.9% |
| 3M | +7.9% | +3.9% | +4.0% | +3.5% |
| 6M | +26.4% | +14.5% | +11.9% | +10.0% |
| YTD | +31.2% | +12.9% | +18.2% | +15.7% |
| 1Y | +38.4% | +19.4% | +19.0% | +15.4% |
| 3Y | +50.4% | +78.5% | -28.0% | -17.6% |
| 5Y | -4.4% | +81.8% | -86.1% | -48.7% |
| 10Y | +33.1% | +311.5% | -278.4% | -68.9% |
| All | +15.4% | +351.3% | -335.9% | -75.5% |
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 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