+213.1%
LPX vs SPY
+3,091.8%
-2,878.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 6M | -14.7% | +13.0% | -27.7% | -27.5% |
| YTD | -14.6% | +13.5% | -28.1% | -28.0% |
| 1Y | -28.4% | +20.0% | -48.4% | -44.2% |
| 3Y | +10.4% | +77.2% | -66.8% | -50.0% |
| 5Y | +13.6% | +81.9% | -68.2% | -49.2% |
| 10Y | +291.2% | +314.1% | -22.9% | -39.6% |
| All | +213.1% | +3,091.8% | -2,878.6% | -95.2% |
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 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