-76.5%
LPL vs SPY
+956.1%
-1,032.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -39.9% | +2.0% | -41.9% | -40.9% |
| 6M | -23.1% | +13.0% | -36.1% | -32.8% |
| YTD | -21.6% | +13.5% | -35.2% | -32.0% |
| 1Y | -26.3% | +20.0% | -46.3% | -40.4% |
| 3Y | -34.7% | +77.2% | -111.8% | -68.6% |
| 5Y | -63.3% | +81.9% | -145.1% | -83.1% |
| 10Y | -75.5% | +314.1% | -389.6% | -96.4% |
| All | -76.5% | +956.1% | -1,032.7% | -98.9% |
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