+30.4%
LMTL vs SPY
+21.8%
+8.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | -1.3% | -2.0% | +0.7% | -1.0% |
| 30D | -21.4% | -1.7% | -19.8% | -21.2% |
| 3M | -2.3% | +4.7% | -7.0% | -3.6% |
| 6M | -38.5% | +12.5% | -51.0% | -41.7% |
| YTD | +8.1% | +11.7% | -3.6% | +2.9% |
| 1Y | +14.6% | +17.5% | -2.8% | +7.6% |
| All | +30.4% | +21.8% | +8.6% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling