+387.4%
LOGI vs SPY
+308.5%
+78.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +2.5% | +3.3% | -0.8% | -0.9% |
| 30D | -2.1% | -2.7% | +0.6% | +0.6% |
| 3M | -1.0% | -1.7% | +0.8% | +0.9% |
| 6M | -1.2% | +3.1% | -4.3% | -3.9% |
| YTD | +2.0% | +11.9% | -9.8% | -8.6% |
| 1Y | -15.6% | +12.0% | -27.6% | -24.3% |
| 3Y | +29.2% | +78.2% | -48.9% | -26.1% |
| 5Y | +34.9% | +73.2% | -38.4% | -20.4% |
| All | +387.4% | +308.5% | +78.9% | +23.0% |
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