-21.6%
LKQ vs SPY
+322.5%
-344.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.1% |
| 7D | -5.6% | -0.8% | -4.8% | -4.8% |
| 30D | -1.3% | -1.1% | -0.2% | -0.1% |
| 3M | -6.1% | +3.9% | -10.0% | -10.2% |
| 6M | -19.5% | +13.6% | -33.1% | -30.1% |
| YTD | -17.5% | +12.7% | -30.2% | -27.8% |
| 1Y | -23.5% | +17.5% | -41.0% | -36.2% |
| 3Y | -47.1% | +76.9% | -124.0% | -72.9% |
| 5Y | -45.2% | +83.6% | -128.8% | -73.2% |
| All | -21.6% | +322.5% | -344.1% | -84.8% |
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