-99.2%
LODE vs SPY
+838.1%
-937.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.1% |
| 7D | -8.5% | +0.1% | -8.6% | -8.6% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | -28.7% | +2.0% | -30.7% | -29.5% |
| 6M | -7.7% | +13.0% | -20.7% | -14.8% |
| YTD | -17.3% | +13.5% | -30.8% | -23.6% |
| 1Y | +23.4% | +20.0% | +3.4% | +10.7% |
| 3Y | -20.3% | +77.2% | -97.4% | -43.5% |
| 5Y | -90.4% | +81.9% | -172.3% | -93.2% |
| 10Y | -96.7% | +314.1% | -410.8% | -98.3% |
| All | -99.2% | +838.1% | -937.3% | -99.7% |
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