-88.9%
LOT vs SPY
+97.3%
-186.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.1% | +7.6% |
| 7D | -5.2% | -0.8% | -4.5% | -4.9% |
| 30D | +17.2% | -1.1% | +18.3% | +17.7% |
| 3M | -12.1% | +3.9% | -16.0% | -13.3% |
| 6M | -8.4% | +13.6% | -22.0% | -12.6% |
| YTD | -22.7% | +12.7% | -35.4% | -25.9% |
| 1Y | -45.6% | +17.5% | -63.1% | -48.6% |
| 3Y | -89.8% | +76.9% | -166.7% | -90.7% |
| 5Y | -88.7% | +83.6% | -172.3% | -89.8% |
| All | -88.9% | +97.3% | -186.2% | -89.9% |
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