-89.0%
LOBO vs SPY
+44.6%
-133.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | -10.1% | -2.7% | -7.4% | -9.6% |
| 30D | -26.7% | -5.4% | -21.3% | -25.9% |
| 3M | -44.8% | -4.1% | -40.7% | -44.3% |
| 6M | -39.5% | +0.7% | -40.2% | -39.1% |
| YTD | -37.8% | +8.7% | -46.5% | -37.8% |
| 1Y | -49.5% | +10.9% | -60.4% | -49.5% |
| All | -89.0% | +44.6% | -133.7% | -89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling