+27.9%
LOCO vs SPY
+322.5%
-294.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -1.2% | -0.8% | -0.5% | -0.6% |
| 30D | -0.1% | -1.1% | +0.9% | +0.7% |
| 3M | -3.4% | +3.9% | -7.3% | -6.5% |
| 6M | +36.4% | +13.6% | +22.8% | +22.8% |
| YTD | +45.1% | +12.7% | +32.4% | +31.6% |
| 1Y | +45.5% | +17.5% | +28.0% | +27.8% |
| 3Y | +63.2% | +76.9% | -13.7% | +3.2% |
| 5Y | -0.2% | +83.6% | -83.8% | -39.0% |
| All | +27.9% | +322.5% | -294.5% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling