-27.6%
LOMA vs SPY
+238.3%
-265.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | -2.0% | -1.4% | -0.7% | -0.7% |
| 3M | -13.7% | +3.7% | -17.4% | -17.1% |
| 6M | +1.0% | +13.0% | -12.0% | -11.0% |
| YTD | -21.9% | +12.4% | -34.2% | -30.7% |
| 1Y | +27.0% | +18.5% | +8.4% | +7.4% |
| 3Y | +71.5% | +77.6% | -6.1% | -2.2% |
| 5Y | +103.7% | +81.7% | +22.0% | +12.1% |
| All | -27.6% | +238.3% | -265.8% | -80.1% |
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