-19.8%
LMNR vs SPY
+322.5%
-342.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.6% |
| 7D | -12.9% | -0.8% | -12.2% | -12.4% |
| 30D | -5.6% | -1.1% | -4.6% | -4.9% |
| 3M | +0.3% | +3.9% | -3.6% | -2.8% |
| 6M | -4.7% | +13.6% | -18.4% | -14.3% |
| YTD | +3.3% | +12.7% | -9.3% | -6.5% |
| 1Y | -14.8% | +17.5% | -32.3% | -25.6% |
| 3Y | -6.6% | +76.9% | -83.5% | -41.0% |
| 5Y | -9.0% | +83.6% | -92.6% | -45.5% |
| All | -19.8% | +322.5% | -342.2% | -79.7% |
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