-88.7%
LOT vs SPY
+97.7%
-186.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.3% |
| 7D | -8.3% | +0.5% | -8.8% | -8.5% |
| 30D | +16.8% | -0.9% | +17.8% | +17.2% |
| 3M | -5.9% | +3.9% | -9.8% | -7.2% |
| 6M | 0.0% | +14.5% | -14.5% | -4.9% |
| YTD | -21.3% | +12.9% | -34.2% | -24.7% |
| 1Y | -44.5% | +19.4% | -63.9% | -47.7% |
| 3Y | -89.6% | +78.5% | -168.0% | -90.5% |
| 5Y | -88.5% | +81.8% | -170.3% | -89.6% |
| All | -88.7% | +97.7% | -186.5% | -89.7% |
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