+880.3%
LOPE vs SPY
+1,201.5%
-321.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.9% |
| 7D | -22.4% | +0.1% | -22.5% | -22.0% |
| 30D | -27.3% | -3.3% | -24.0% | -25.3% |
| 3M | -23.8% | -2.4% | -21.4% | -22.3% |
| 6M | -30.1% | +2.6% | -32.6% | -31.4% |
| YTD | -30.2% | +11.2% | -41.4% | -35.3% |
| 1Y | -30.1% | +13.4% | -43.5% | -36.2% |
| 3Y | -15.4% | +79.9% | -95.3% | -44.5% |
| 5Y | +40.4% | +72.2% | -31.8% | -6.6% |
| 10Y | +119.4% | +307.3% | -188.0% | -24.3% |
| All | +880.3% | +1,201.5% | -321.2% | +52.5% |
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