+249.2%
LQDT vs SPY
+758.0%
-508.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | +5.1% | -0.4% | +5.4% | +5.4% |
| 30D | +1.1% | -1.4% | +2.5% | +2.6% |
| 3M | +9.6% | +3.7% | +5.9% | +5.5% |
| 6M | +27.0% | +13.0% | +14.0% | +12.2% |
| YTD | +36.5% | +12.4% | +24.1% | +21.1% |
| 1Y | +57.1% | +18.5% | +38.6% | +32.1% |
| 3Y | +146.2% | +77.6% | +68.5% | +35.7% |
| 5Y | +70.4% | +81.7% | -11.3% | -7.2% |
| 10Y | +326.6% | +319.7% | +6.9% | -7.7% |
| All | +249.2% | +758.0% | -508.8% | -63.8% |
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