-70.6%
LPL vs SPY
+67.4%
-138.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | -1.9% | -2.7% | +0.8% | +1.2% |
| 30D | -13.9% | -5.4% | -8.5% | -8.2% |
| 3M | -21.6% | -4.1% | -17.5% | -17.5% |
| 6M | -44.1% | +0.7% | -44.8% | -43.5% |
| YTD | -39.7% | +8.7% | -48.3% | -43.3% |
| 1Y | -46.6% | +10.9% | -57.5% | -50.8% |
| 3Y | -51.2% | +75.0% | -126.1% | -72.0% |
| All | -70.6% | +67.4% | -138.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling