+6.3%
LOB vs SPY
+18.8%
-12.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.7% |
| 7D | -1.5% | -0.4% | -1.2% | -1.2% |
| 30D | -7.8% | -1.4% | -6.4% | -6.7% |
| 3M | +0.8% | +3.7% | -2.9% | -3.0% |
| 6M | +16.6% | +13.0% | +3.6% | +1.3% |
| YTD | +13.5% | +12.4% | +1.1% | -0.3% |
| 1Y | +6.3% | +18.5% | -12.2% | -10.0% |
| All | +6.3% | +18.8% | -12.5% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling