+465.6%
LMB vs SPY
+370.9%
+94.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | +10.4% | -2.7% | +13.1% | +13.0% |
| 30D | +4.9% | -5.4% | +10.3% | +9.6% |
| 3M | +11.5% | -4.1% | +15.6% | +15.4% |
| 6M | -30.6% | +0.7% | -31.3% | -30.4% |
| YTD | -31.3% | +8.7% | -40.0% | -34.8% |
| 1Y | -35.2% | +10.9% | -46.1% | -39.3% |
| 3Y | +76.5% | +75.0% | +1.5% | +27.4% |
| 5Y | +660.3% | +67.8% | +592.5% | +456.5% |
| 10Y | +268.6% | +312.9% | -44.2% | +117.2% |
| All | +465.6% | +370.9% | +94.8% | +233.0% |
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