-30.2%
LOMA vs SPY
+239.1%
-269.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -4.2% |
| 7D | -5.1% | -0.8% | -4.3% | -4.3% |
| 30D | +0.7% | -1.1% | +1.8% | +1.7% |
| 3M | -22.6% | +3.9% | -26.4% | -25.8% |
| 6M | -8.3% | +13.6% | -21.9% | -19.7% |
| YTD | -24.7% | +12.7% | -37.4% | -33.4% |
| 1Y | +23.4% | +17.5% | +5.9% | +5.3% |
| 3Y | +65.0% | +76.9% | -11.9% | -5.6% |
| 5Y | +96.0% | +83.6% | +12.4% | +6.6% |
| All | -30.2% | +239.1% | -269.3% | -80.9% |
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