+6,759.4%
LOGI vs SPY
+1,430.2%
+5,329.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | +2.4% |
| 7D | -0.8% | -4.7% | +3.9% | +4.0% |
| 30D | -4.1% | -5.9% | +1.8% | +1.7% |
| 3M | -5.6% | -4.5% | -1.0% | -1.0% |
| 6M | -5.3% | +1.8% | -7.1% | -6.7% |
| YTD | -0.4% | +8.3% | -8.7% | -7.6% |
| 1Y | -16.0% | +9.3% | -25.4% | -22.7% |
| 3Y | +29.6% | +74.9% | -45.2% | -23.8% |
| 5Y | +34.7% | +67.3% | -32.6% | -16.2% |
| 10Y | +377.6% | +311.6% | +66.0% | +23.2% |
| All | +6,759.4% | +1,430.2% | +5,329.2% | +580.8% |
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