+2,395.3%
LQDA vs SPY
+81.0%
+2,314.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.1% |
| 3M | +8.0% | +3.7% | +4.3% | +4.0% |
| 6M | +92.7% | +13.0% | +79.7% | +70.4% |
| YTD | +100.4% | +12.4% | +88.0% | +77.8% |
| 1Y | +148.6% | +18.5% | +130.1% | +109.1% |
| 3Y | +876.3% | +77.6% | +798.6% | +455.7% |
| 5Y | +2,395.3% | +81.7% | +2,313.6% | +1,303.2% |
| All | +2,395.3% | +81.0% | +2,314.3% | +1,303.2% |
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 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