+31.6%
LPRE vs SPY
+42.3%
-10.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +1.9% |
| 7D | +4.8% | -4.7% | +9.6% | +7.7% |
| 30D | +9.0% | -5.9% | +14.9% | +12.7% |
| 3M | -1.6% | -4.5% | +2.9% | +0.8% |
| 6M | +6.4% | +1.8% | +4.6% | +4.3% |
| YTD | +12.3% | +8.3% | +4.0% | +5.3% |
| 1Y | +17.2% | +9.3% | +7.8% | +9.1% |
| All | +31.6% | +42.3% | -10.7% | -3.4% |
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