+28.9%
LPRE vs SPY
+49.1%
-20.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -3.7% | +0.1% | -3.7% | -3.7% |
| 3M | -0.7% | +2.0% | -2.7% | -2.0% |
| 6M | +3.9% | +13.0% | -9.1% | -4.6% |
| YTD | +10.0% | +13.5% | -3.6% | +0.6% |
| 1Y | +11.9% | +20.0% | -8.1% | -2.2% |
| All | +28.9% | +49.1% | -20.3% | -7.8% |
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