-46.5%
LPL vs SPY
+79.4%
-125.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.2% |
| 7D | +0.4% | -0.9% | +1.3% | +1.6% |
| 30D | -3.3% | -2.4% | -0.9% | -0.4% |
| 3M | -22.4% | -1.2% | -21.3% | -21.1% |
| 6M | -39.1% | +3.3% | -42.4% | -40.3% |
| YTD | -36.8% | +12.3% | -49.1% | -42.4% |
| 1Y | -41.8% | +12.4% | -54.2% | -47.0% |
| All | -46.5% | +79.4% | -125.9% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling