+33.0%
LPX vs SPY
+75.1%
-42.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.4% |
| 7D | +2.8% | -2.7% | +5.5% | +5.7% |
| 30D | +16.4% | -5.4% | +21.8% | +23.0% |
| 3M | -0.3% | -4.1% | +3.8% | +3.8% |
| 6M | +4.8% | +0.7% | +4.1% | +3.8% |
| YTD | -5.6% | +8.7% | -14.2% | -13.5% |
| 1Y | -0.9% | +10.9% | -11.7% | -11.0% |
| 3Y | +33.0% | +75.0% | -42.0% | -37.6% |
| All | +33.0% | +75.1% | -42.1% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling