-89.0%
LOBO vs SPY
+47.5%
-136.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -9.7% | -0.6% | -9.1% | -9.5% |
| 30D | -21.4% | -3.7% | -17.7% | -20.8% |
| 3M | -41.9% | -2.7% | -39.2% | -41.6% |
| 6M | -31.2% | +2.2% | -33.4% | -31.0% |
| YTD | -37.7% | +10.8% | -48.5% | -37.9% |
| 1Y | -41.9% | +11.2% | -53.2% | -42.2% |
| All | -89.0% | +47.5% | -136.5% | -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 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