+302.1%
LMB vs SPY
+311.3%
-9.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +10.6% | +0.5% | +10.1% | +10.1% |
| 30D | +1.7% | -0.9% | +2.7% | +2.5% |
| 3M | -39.8% | +3.9% | -43.7% | -41.5% |
| 6M | -39.7% | +14.5% | -54.2% | -45.9% |
| YTD | -36.4% | +12.9% | -49.3% | -42.2% |
| 1Y | -52.8% | +19.4% | -72.2% | -58.8% |
| 3Y | +37.5% | +78.5% | -41.0% | -7.9% |
| 5Y | +584.3% | +81.8% | +502.5% | +351.4% |
| 10Y | +302.1% | +311.5% | -9.4% | +104.4% |
| All | +302.1% | +311.3% | -9.2% | +104.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling