+275.1%
LOPE vs SPY
+314.4%
-39.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +1.0% | +0.5% | +0.4% | +0.6% |
| 30D | -0.7% | -0.9% | +0.3% | -0.1% |
| 3M | +2.0% | +3.9% | -1.9% | -0.8% |
| 6M | -9.0% | +14.5% | -23.5% | -17.2% |
| YTD | -8.9% | +12.9% | -21.8% | -16.3% |
| 1Y | -26.2% | +19.4% | -45.6% | -34.8% |
| 3Y | +35.2% | +78.5% | -43.3% | -8.8% |
| 5Y | +67.7% | +81.8% | -14.0% | +10.1% |
| All | +275.1% | +314.4% | -39.4% | +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 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