+278.2%
LMB vs SPY
+311.8%
-33.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.0% |
| 7D | -0.4% | -0.9% | +0.5% | +0.5% |
| 30D | +13.3% | -2.4% | +15.6% | +16.1% |
| 3M | +24.7% | -1.2% | +25.8% | +26.5% |
| 6M | -23.8% | +3.3% | -27.1% | -25.2% |
| YTD | -25.7% | +12.3% | -38.0% | -31.9% |
| 1Y | -24.9% | +12.4% | -37.4% | -31.1% |
| 3Y | +59.5% | +78.8% | -19.3% | +6.7% |
| 5Y | +642.7% | +75.2% | +567.6% | +399.8% |
| 10Y | +278.2% | +311.1% | -32.9% | +69.5% |
| All | +278.2% | +311.8% | -33.6% | +69.5% |
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