+32.6%
LPRE vs SPY
+46.1%
-13.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.2% |
| 7D | +3.1% | +0.1% | +3.1% | +3.0% |
| 30D | +9.3% | -3.3% | +12.6% | +11.3% |
| 3M | -1.0% | -2.4% | +1.4% | +0.2% |
| 6M | +4.2% | +2.6% | +1.7% | +2.1% |
| YTD | +13.2% | +11.2% | +1.9% | +4.5% |
| 1Y | +17.1% | +13.4% | +3.7% | +6.6% |
| All | +32.6% | +46.1% | -13.5% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling