+119.4%
LOPE vs SPY
+307.0%
-187.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +2.5% | +2.6% | -0.1% | +0.7% |
| 30D | -24.7% | -2.0% | -22.8% | -23.4% |
| 3M | -17.0% | -2.8% | -14.2% | -15.2% |
| 6M | -25.0% | +2.1% | -27.1% | -26.0% |
| YTD | -27.5% | +11.5% | -39.0% | -32.6% |
| 1Y | -28.7% | +13.5% | -42.1% | -34.5% |
| 3Y | -12.6% | +77.7% | -90.3% | -40.6% |
| 5Y | +48.9% | +72.6% | -23.7% | +1.8% |
| All | +119.4% | +307.0% | -187.6% | -28.4% |
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