+8.1%
LQDW vs SPY
+95.6%
-87.5%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -1.1% | -0.8% | -0.4% | -1.0% |
| 30D | -1.1% | -1.1% | 0.0% | -0.9% |
| 3M | -1.9% | +3.9% | -5.7% | -2.4% |
| 6M | -0.2% | +13.6% | -13.8% | -2.0% |
| YTD | -0.3% | +12.7% | -13.0% | -2.0% |
| 1Y | +1.3% | +17.5% | -16.2% | -1.0% |
| 3Y | +10.4% | +76.9% | -66.5% | +0.5% |
| All | +8.1% | +95.6% | -87.5% | -4.0% |
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