+1,432.4%
LMAT vs SPY
+692.5%
+739.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.4% |
| 7D | -2.0% | -0.6% | -1.4% | -1.5% |
| 30D | -2.1% | -3.7% | +1.6% | +0.1% |
| 3M | -2.4% | -2.7% | +0.4% | -0.8% |
| 6M | -26.4% | +2.2% | -28.6% | -27.3% |
| YTD | -1.8% | +10.8% | -12.6% | -7.4% |
| 1Y | -9.1% | +11.2% | -20.3% | -14.5% |
| 3Y | +67.3% | +76.5% | -9.2% | +22.2% |
| 5Y | +53.5% | +72.9% | -19.4% | +13.2% |
| 10Y | +273.2% | +304.8% | -31.6% | +92.8% |
| All | +1,432.4% | +692.5% | +739.9% | +534.0% |
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