-80.8%
LPA vs SPY
+51.2%
-132.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.0% |
| 7D | +0.7% | +0.1% | +0.5% | +0.7% |
| 30D | +3.7% | +0.1% | +3.7% | +3.7% |
| 3M | +6.2% | +2.0% | +4.2% | +6.8% |
| 6M | +17.2% | +13.0% | +4.2% | +22.8% |
| YTD | +12.5% | +13.5% | -1.1% | +17.9% |
| 1Y | -51.7% | +20.0% | -71.6% | -47.4% |
| All | -80.8% | +51.2% | -132.0% | +31.4% |
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