+1,405.8%
LMAT vs SPY
+700.1%
+705.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -7.0% | +3.3% | -10.3% | -8.7% |
| 30D | -4.8% | -2.7% | -2.1% | -3.2% |
| 3M | -5.2% | -1.7% | -3.4% | -4.2% |
| 6M | -19.7% | +3.1% | -22.8% | -21.1% |
| YTD | -3.5% | +11.9% | -15.4% | -9.5% |
| 1Y | -12.8% | +12.0% | -24.8% | -18.3% |
| 3Y | +64.4% | +78.2% | -13.8% | +19.4% |
| 5Y | +49.6% | +73.2% | -23.6% | +10.1% |
| 10Y | +258.9% | +309.6% | -50.7% | +84.3% |
| All | +1,405.8% | +700.1% | +705.7% | +519.7% |
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