-46.7%
LOBO vs SPY
+11.8%
-58.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.4% |
| 7D | -10.2% | +3.3% | -13.5% | -13.2% |
| 30D | -19.5% | -2.7% | -16.8% | -17.0% |
| 3M | -50.8% | -1.7% | -49.1% | -49.9% |
| 6M | -35.7% | +3.1% | -38.8% | -36.6% |
| YTD | -41.3% | +11.9% | -53.2% | -47.0% |
| 1Y | -46.7% | +12.0% | -58.7% | -52.0% |
| All | -46.7% | +11.8% | -58.4% | -52.0% |
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