-76.4%
LPL vs SPY
+313.2%
-389.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +1.2% | +0.1% | +1.2% | +1.2% |
| 3M | -39.9% | +2.0% | -41.9% | -40.7% |
| 6M | -23.1% | +13.0% | -36.1% | -31.3% |
| YTD | -21.6% | +13.5% | -35.2% | -30.4% |
| 1Y | -26.3% | +20.0% | -46.3% | -38.2% |
| 3Y | -34.7% | +77.2% | -111.8% | -64.3% |
| 5Y | -63.3% | +81.9% | -145.1% | -80.4% |
| All | -76.4% | +313.2% | -389.5% | -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