-76.8%
LPL vs SPY
+315.0%
-391.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +1.3% |
| 7D | +1.5% | +0.1% | +1.5% | +1.6% |
| 30D | -8.7% | -3.3% | -5.3% | -4.9% |
| 3M | -20.0% | -2.4% | -17.6% | -17.5% |
| 6M | -39.9% | +2.6% | -42.4% | -40.5% |
| YTD | -37.3% | +11.2% | -48.5% | -42.8% |
| 1Y | -42.1% | +13.4% | -55.5% | -48.2% |
| 3Y | -47.2% | +79.9% | -127.1% | -71.5% |
| 5Y | -69.2% | +72.2% | -141.4% | -82.5% |
| 10Y | -76.8% | +307.3% | -384.1% | -94.5% |
| All | -76.8% | +315.0% | -391.8% | -94.5% |
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 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