+90.2%
LOB vs SPY
+327.9%
-237.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | -0.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +0.5% | -3.3% | +3.8% | +4.7% |
| 3M | -18.6% | -2.4% | -16.2% | -16.3% |
| 6M | -8.0% | +2.6% | -10.5% | -11.7% |
| YTD | +1.1% | +11.2% | -10.2% | -12.5% |
| 1Y | +6.6% | +13.4% | -6.8% | -10.1% |
| 3Y | +17.7% | +79.9% | -62.2% | -45.1% |
| 5Y | -62.2% | +72.2% | -134.4% | -80.7% |
| 10Y | +118.8% | +307.3% | -188.6% | -50.0% |
| All | +90.2% | +327.9% | -237.7% | -57.8% |
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