+273.8%
LOPE vs SPY
+312.5%
-38.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.2% |
| 30D | +3.1% | -1.4% | +4.4% | +4.0% |
| 3M | +0.9% | +3.7% | -2.8% | -1.8% |
| 6M | -9.3% | +13.0% | -22.3% | -16.7% |
| YTD | -9.2% | +12.4% | -21.6% | -16.3% |
| 1Y | -26.4% | +18.5% | -45.0% | -34.7% |
| 3Y | +34.7% | +77.6% | -42.9% | -8.9% |
| 5Y | +68.2% | +81.7% | -13.5% | +10.4% |
| 10Y | +273.8% | +319.7% | -45.9% | +22.2% |
| All | +273.8% | +312.5% | -38.8% | +22.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling