+1,188.4%
LOPE vs SPY
+1,228.4%
-40.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | +1.3% | +2.0% | -0.7% | -0.5% |
| 6M | -6.1% | +13.0% | -19.1% | -14.3% |
| YTD | -8.2% | +13.5% | -21.7% | -16.5% |
| 1Y | -25.6% | +20.0% | -45.5% | -35.0% |
| 3Y | +29.0% | +77.2% | -48.1% | -14.7% |
| 5Y | +67.4% | +81.9% | -14.4% | +6.7% |
| 10Y | +266.7% | +314.1% | -47.3% | +24.7% |
| All | +1,188.4% | +1,228.4% | -40.1% | +97.0% |
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