+63.1%
LOAR vs SPY
+54.7%
+8.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +16.4% | -0.6% | +16.9% | +16.5% |
| 30D | +28.3% | -3.7% | +31.9% | +34.1% |
| 3M | +12.7% | -2.7% | +15.4% | +16.2% |
| 6M | +33.1% | +2.2% | +30.9% | +28.6% |
| YTD | +17.1% | +10.8% | +6.2% | +1.9% |
| 1Y | +3.3% | +11.2% | -8.0% | -10.5% |
| All | +63.1% | +54.7% | +8.5% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling