-26.1%
LPL vs SPY
+19.4%
-45.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | 0.0% |
| 7D | -0.3% | +0.5% | -0.9% | -1.5% |
| 30D | -1.2% | -0.9% | -0.3% | +0.7% |
| 3M | -34.3% | +3.9% | -38.2% | -39.3% |
| 6M | -16.6% | +14.5% | -31.1% | -32.6% |
| YTD | -22.6% | +12.9% | -35.5% | -36.4% |
| 1Y | -26.1% | +19.4% | -45.4% | -35.7% |
| All | -26.1% | +19.4% | -45.5% | -35.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling