-26.1%
LOCO vs SPY
+375.5%
-401.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -9.5% | +0.1% | -9.6% | -9.6% |
| 3M | +11.1% | +2.0% | +9.1% | +8.9% |
| 6M | +37.5% | +13.0% | +24.5% | +23.9% |
| YTD | +46.9% | +13.5% | +33.4% | +32.0% |
| 1Y | +47.9% | +20.0% | +28.0% | +27.1% |
| 3Y | +60.3% | +77.2% | -16.9% | -0.6% |
| 5Y | -0.7% | +81.9% | -82.6% | -40.0% |
| 10Y | +29.9% | +314.1% | -284.1% | -62.6% |
| All | -26.1% | +375.5% | -401.7% | -80.4% |
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