-83.3%
LOBO vs SPY
+49.6%
-132.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -11.9% | -1.4% | -10.5% | -11.8% |
| 3M | -24.3% | +3.7% | -28.0% | -24.5% |
| 6M | +6.4% | +13.0% | -6.6% | +5.5% |
| YTD | -5.4% | +12.4% | -17.8% | -6.2% |
| 1Y | -0.9% | +18.5% | -19.4% | -1.2% |
| All | -83.3% | +49.6% | -132.9% | -84.4% |
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