-96.5%
LODE vs SPY
+315.0%
-411.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -3.5% |
| 7D | +33.3% | +0.1% | +33.3% | +32.4% |
| 30D | -13.1% | -3.3% | -9.8% | -10.8% |
| 3M | -40.6% | -2.4% | -38.1% | -39.4% |
| 6M | -34.7% | +2.6% | -37.3% | -35.9% |
| YTD | -48.9% | +11.2% | -60.2% | -52.8% |
| 1Y | -30.2% | +13.4% | -43.6% | -36.2% |
| 3Y | -60.0% | +79.9% | -139.9% | -73.8% |
| 5Y | -91.9% | +72.2% | -164.1% | -94.6% |
| 10Y | -96.5% | +307.3% | -403.8% | -98.0% |
| All | -96.5% | +315.0% | -411.5% | -98.0% |
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