-85.3%
LPA vs SPY
+48.4%
-133.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.1% |
| 7D | +2.2% | +2.6% | -0.4% | +2.6% |
| 30D | -14.5% | -2.0% | -12.5% | -14.9% |
| 3M | -28.5% | -2.8% | -25.7% | -29.1% |
| 6M | -30.0% | +2.1% | -32.1% | -29.4% |
| YTD | -13.6% | +11.5% | -25.0% | -9.8% |
| 1Y | -26.3% | +13.5% | -39.7% | -22.4% |
| All | -85.3% | +48.4% | -133.7% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling