+35.3%
LOAR vs SPY
+56.9%
-21.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -1.8% |
| 7D | -2.5% | -0.4% | -2.1% | -2.0% |
| 30D | -6.5% | -1.4% | -5.1% | -4.6% |
| 3M | +0.8% | +3.7% | -2.9% | -3.9% |
| 6M | -4.4% | +13.0% | -17.4% | -18.4% |
| YTD | -2.9% | +12.4% | -15.3% | -16.4% |
| 1Y | -15.9% | +18.5% | -34.5% | -32.4% |
| All | +35.3% | +56.9% | -21.5% | -22.3% |
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