+499.5%
LMB vs SPY
+384.8%
+114.6%
-84.1%
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% | -1.8% |
| 7D | +3.9% | +3.3% | +0.7% | +1.6% |
| 30D | +10.5% | -2.7% | +13.2% | +13.2% |
| 3M | +26.0% | -1.7% | +27.8% | +28.2% |
| 6M | -21.7% | +3.1% | -24.8% | -22.7% |
| YTD | -27.2% | +11.9% | -39.1% | -32.3% |
| 1Y | -27.9% | +12.0% | -39.9% | -32.9% |
| 3Y | +56.2% | +78.2% | -22.0% | +11.2% |
| 5Y | +621.7% | +73.2% | +548.4% | +417.0% |
| 10Y | +270.3% | +309.6% | -39.4% | +113.5% |
| All | +499.5% | +384.8% | +114.6% | +245.8% |
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 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