+172.8%
LOB vs SPY
+312.5%
-139.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.5% |
| 7D | -1.5% | -0.4% | -1.2% | -1.1% |
| 30D | -7.8% | -1.4% | -6.4% | -6.1% |
| 3M | +0.8% | +3.7% | -2.9% | -4.6% |
| 6M | +16.6% | +13.0% | +3.6% | -1.9% |
| YTD | +13.5% | +12.4% | +1.1% | -3.6% |
| 1Y | +6.3% | +18.5% | -12.2% | -16.2% |
| 3Y | +26.7% | +77.6% | -50.9% | -42.2% |
| 5Y | -30.2% | +81.7% | -111.9% | -67.9% |
| 10Y | +172.8% | +319.7% | -146.9% | -50.1% |
| All | +172.8% | +312.5% | -139.7% | -50.1% |
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