-81.6%
LPL vs SPY
+930.9%
-1,012.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.4% |
| 7D | -0.4% | -0.6% | +0.2% | +0.5% |
| 30D | -10.4% | -3.7% | -6.7% | -5.7% |
| 3M | -22.9% | -2.7% | -20.2% | -19.8% |
| 6M | -41.0% | +2.2% | -43.2% | -41.6% |
| YTD | -38.5% | +10.8% | -49.3% | -44.7% |
| 1Y | -44.2% | +11.2% | -55.4% | -50.0% |
| 3Y | -49.0% | +76.5% | -125.5% | -75.3% |
| 5Y | -69.1% | +72.9% | -142.1% | -84.7% |
| 10Y | -77.1% | +304.8% | -381.9% | -96.5% |
| All | -81.6% | +930.9% | -1,012.5% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling