+1,081.3%
LQDA vs SPY
+72.1%
+1,009.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | +29.3% | +2.6% | +26.7% | +26.2% |
| 30D | +69.2% | -2.0% | +71.1% | +73.1% |
| 3M | -20.4% | -2.8% | -17.6% | -18.0% |
| 6M | -0.3% | +2.1% | -2.5% | -2.5% |
| YTD | +66.5% | +11.5% | +55.0% | +48.8% |
| 1Y | +113.1% | +13.5% | +99.6% | +87.1% |
| 3Y | +807.0% | +77.7% | +729.3% | +413.3% |
| All | +1,081.3% | +72.1% | +1,009.2% | +564.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling