-70.2%
LPL vs SPY
+74.0%
-144.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.0% |
| 7D | +3.2% | +3.3% | -0.1% | -0.4% |
| 30D | -5.5% | -2.7% | -2.8% | -2.4% |
| 3M | -25.7% | -1.7% | -24.0% | -23.9% |
| 6M | -42.1% | +3.1% | -45.2% | -43.1% |
| YTD | -39.0% | +11.9% | -50.8% | -44.4% |
| 1Y | -43.3% | +12.0% | -55.3% | -48.4% |
| 3Y | -49.4% | +78.2% | -127.6% | -71.6% |
| 5Y | -70.2% | +73.2% | -143.4% | -81.6% |
| All | -70.2% | +74.0% | -144.2% | -81.6% |
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 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