-83.3%
LOBO vs SPY
+51.1%
-134.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.8% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -20.1% | +0.1% | -20.1% | -20.1% |
| 3M | -28.6% | +2.0% | -30.6% | -28.7% |
| 6M | +5.1% | +13.0% | -7.9% | +4.1% |
| YTD | -5.7% | +13.5% | -19.3% | -6.5% |
| 1Y | +9.7% | +20.0% | -10.3% | +9.3% |
| All | -83.3% | +51.1% | -134.5% | -84.5% |
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