+7.0%
LOBO vs SPY
+19.4%
-12.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | +2.1% | +0.5% | +1.5% | +1.7% |
| 30D | -13.4% | -0.9% | -12.5% | -13.0% |
| 3M | -22.5% | +3.9% | -26.3% | -24.4% |
| 6M | +9.6% | +14.5% | -4.9% | -1.0% |
| YTD | -3.1% | +12.9% | -16.0% | -11.3% |
| 1Y | +7.0% | +19.4% | -12.3% | -10.3% |
| All | +7.0% | +19.4% | -12.4% | -10.3% |
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