-27.5%
LMRI vs SPY
+8.5%
-36.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.2% |
| 7D | +17.7% | -2.7% | +20.4% | +21.9% |
| 30D | +26.8% | -5.4% | +32.2% | +36.9% |
| 3M | +17.4% | -4.1% | +21.5% | +24.1% |
| 6M | +30.6% | +0.7% | +29.9% | +23.6% |
| YTD | -27.4% | +8.7% | -36.1% | -44.5% |
| All | -27.5% | +8.5% | -36.0% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling