+117.5%
LOB vs SPY
+336.7%
-219.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -9.4% | +0.1% | -9.5% | -9.5% |
| 3M | +5.5% | +2.0% | +3.5% | +2.2% |
| 6M | +8.7% | +13.0% | -4.3% | -7.8% |
| YTD | +15.6% | +13.5% | +2.0% | -2.3% |
| 1Y | +2.8% | +20.0% | -17.1% | -19.3% |
| 3Y | +23.8% | +77.2% | -53.4% | -40.9% |
| 5Y | -32.7% | +81.9% | -114.6% | -67.7% |
| 10Y | +201.9% | +314.1% | -112.1% | -32.4% |
| All | +117.5% | +336.7% | -219.2% | -52.9% |
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