+306.7%
LMAT vs SPY
+312.9%
-6.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.4% |
| 7D | -0.1% | -2.7% | +2.6% | +2.5% |
| 30D | +2.0% | -5.4% | +7.4% | +7.3% |
| 3M | +0.4% | -4.1% | +4.5% | +4.2% |
| 6M | -26.2% | +0.7% | -26.9% | -26.8% |
| YTD | +0.5% | +8.7% | -8.2% | -7.1% |
| 1Y | -4.5% | +10.9% | -15.4% | -13.4% |
| 3Y | +68.9% | +75.0% | -6.1% | -0.1% |
| 5Y | +55.3% | +67.8% | -12.5% | -4.8% |
| All | +306.7% | +312.9% | -6.2% | -7.8% |
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