+879.0%
LQDA vs SPY
+76.5%
+802.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | -24.1% | -1.4% | -22.7% | -23.2% |
| 3M | +8.0% | +3.7% | +4.3% | +4.3% |
| 6M | +92.7% | +13.0% | +79.7% | +71.9% |
| YTD | +100.4% | +12.4% | +88.0% | +79.2% |
| 1Y | +148.6% | +18.5% | +130.1% | +111.6% |
| All | +879.0% | +76.5% | +802.5% | +636.3% |
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