+88.9%
LOB vs SPY
+326.3%
-237.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -0.1% | -0.6% | +0.5% | +0.6% |
| 30D | -0.2% | -3.7% | +3.4% | +4.5% |
| 3M | -18.5% | -2.7% | -15.7% | -15.7% |
| 6M | -8.6% | +2.2% | -10.8% | -11.9% |
| YTD | +0.4% | +10.8% | -10.4% | -12.7% |
| 1Y | +7.1% | +11.2% | -4.2% | -7.4% |
| 3Y | +16.5% | +76.5% | -60.0% | -44.2% |
| 5Y | -62.8% | +72.9% | -135.7% | -81.1% |
| 10Y | +112.7% | +304.8% | -192.1% | -51.0% |
| All | +88.9% | +326.3% | -237.4% | -57.9% |
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 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