+38.7%
LOAR vs SPY
+57.6%
-18.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | -1.8% | +0.5% | -2.3% | -2.5% |
| 30D | -4.5% | -0.9% | -3.5% | -3.2% |
| 3M | +6.9% | +3.9% | +3.0% | +1.6% |
| 6M | -2.5% | +14.5% | -17.1% | -18.2% |
| YTD | -0.4% | +12.9% | -13.4% | -14.9% |
| 1Y | -13.5% | +19.4% | -32.8% | -31.1% |
| All | +38.7% | +57.6% | -18.9% | -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