+294.5%
LPX vs SPY
+313.4%
-18.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | -11.5% | +0.1% | -11.6% | -11.6% |
| 3M | -4.0% | +2.0% | -6.0% | -6.6% |
| 6M | -14.7% | +13.0% | -27.7% | -27.4% |
| YTD | -14.6% | +13.5% | -28.1% | -27.9% |
| 1Y | -28.4% | +20.0% | -48.4% | -44.1% |
| 3Y | +10.4% | +77.2% | -66.8% | -50.4% |
| 5Y | +13.6% | +81.9% | -68.2% | -49.7% |
| All | +294.5% | +313.4% | -18.9% | -42.8% |
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 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