+28.9%
LQDH vs SPY
+79.8%
-50.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.1% | -2.0% | +1.9% | +0.2% |
| 30D | +0.6% | -1.7% | +2.3% | +0.9% |
| 3M | +0.6% | +4.7% | -4.1% | -0.1% |
| 6M | +3.2% | +12.5% | -9.3% | +1.1% |
| YTD | +2.8% | +11.7% | -8.9% | +0.9% |
| 1Y | +5.4% | +17.5% | -12.1% | +2.6% |
| 3Y | +22.6% | +76.6% | -54.0% | +10.8% |
| 5Y | +28.9% | +82.0% | -53.1% | +15.2% |
| All | +28.9% | +79.8% | -50.8% | +15.2% |
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