-15.3%
LOMA vs SPY
+14.6%
-29.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -1.7% |
| 7D | -2.3% | -0.7% | -1.6% | -1.5% |
| 30D | -8.8% | -1.0% | -7.8% | -7.8% |
| 3M | -19.2% | -0.3% | -18.9% | -19.1% |
| 6M | -14.9% | +7.3% | -22.2% | -23.6% |
| YTD | -31.2% | +13.3% | -44.5% | -43.0% |
| 1Y | -15.3% | +14.8% | -30.1% | -31.5% |
| All | -15.3% | +14.6% | -29.9% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling