-27.9%
LOCO vs SPY
+366.9%
-394.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +0.9% | +2.6% | -1.7% | -1.1% |
| 30D | -4.6% | -2.0% | -2.7% | -3.2% |
| 3M | -2.8% | -2.8% | -0.1% | -0.9% |
| 6M | +14.2% | +2.1% | +12.1% | +11.7% |
| YTD | +43.5% | +11.5% | +32.0% | +30.5% |
| 1Y | +39.0% | +13.5% | +25.5% | +24.6% |
| 3Y | +80.6% | +77.7% | +2.9% | +11.6% |
| 5Y | +17.1% | +72.6% | -55.5% | -26.2% |
| 10Y | +42.1% | +308.2% | -266.1% | -58.7% |
| All | -27.9% | +366.9% | -394.8% | -80.6% |
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