-96.8%
LODE vs SPY
+311.3%
-408.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.5% |
| 7D | -6.4% | +0.5% | -6.9% | -6.8% |
| 30D | -4.6% | -0.9% | -3.7% | -3.9% |
| 3M | -22.8% | +3.9% | -26.7% | -25.1% |
| 6M | -5.8% | +14.5% | -20.3% | -15.2% |
| YTD | -18.1% | +12.9% | -31.0% | -25.1% |
| 1Y | +27.3% | +19.4% | +7.9% | +12.4% |
| 3Y | -24.9% | +78.5% | -103.3% | -50.2% |
| 5Y | -89.9% | +81.8% | -171.7% | -93.4% |
| 10Y | -96.8% | +311.5% | -408.4% | -98.2% |
| All | -96.8% | +311.3% | -408.2% | -98.2% |
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