-78.9%
LPA vs SPY
+50.0%
-128.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.9% | +10.7% | +11.8% |
| 7D | +10.1% | -0.8% | +10.9% | +9.8% |
| 30D | -1.2% | -1.1% | -0.1% | -1.5% |
| 3M | +15.4% | +3.9% | +11.5% | +16.9% |
| 6M | +30.5% | +13.6% | +16.9% | +37.1% |
| YTD | +23.8% | +12.7% | +11.1% | +29.5% |
| 1Y | -48.9% | +17.5% | -66.4% | -45.2% |
| All | -78.9% | +50.0% | -128.9% | +44.3% |
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