-97.1%
LODE vs SPY
+308.5%
-405.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | -8.1% | +3.3% | -11.4% | -10.5% |
| 30D | -25.5% | -2.7% | -22.8% | -23.9% |
| 3M | -54.7% | -1.7% | -53.0% | -54.1% |
| 6M | -45.7% | +3.1% | -48.8% | -46.9% |
| YTD | -58.0% | +11.9% | -69.9% | -61.3% |
| 1Y | -47.7% | +12.0% | -59.7% | -51.8% |
| 3Y | -66.4% | +78.2% | -144.6% | -77.8% |
| 5Y | -92.9% | +73.2% | -166.1% | -95.2% |
| All | -97.1% | +308.5% | -405.6% | -98.4% |
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 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