+427.6%
LMB vs SPY
+392.0%
+35.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +20.6% | +0.1% | +20.5% | +20.5% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | -40.9% | +2.0% | -42.9% | -41.5% |
| 6M | -42.7% | +13.0% | -55.7% | -47.4% |
| YTD | -36.0% | +13.5% | -49.5% | -41.3% |
| 1Y | -55.6% | +20.0% | -75.6% | -60.7% |
| 3Y | +35.7% | +77.2% | -41.5% | -3.6% |
| 5Y | +574.7% | +81.9% | +492.8% | +370.0% |
| 10Y | +337.4% | +314.1% | +23.3% | +148.7% |
| All | +427.6% | +392.0% | +35.6% | +199.8% |
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