+273.3%
LRGE vs SPY
+264.5%
+8.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.4% | -0.4% | +0.7% | +0.7% |
| 30D | -0.5% | -1.4% | +0.9% | +0.9% |
| 3M | +4.5% | +3.7% | +0.8% | +0.9% |
| 6M | +11.6% | +13.0% | -1.4% | -0.9% |
| YTD | +7.0% | +12.4% | -5.4% | -4.3% |
| 1Y | +9.0% | +18.5% | -9.5% | -7.4% |
| 3Y | +62.5% | +77.6% | -15.2% | -6.7% |
| 5Y | +54.8% | +81.7% | -26.8% | -12.1% |
| All | +273.3% | +264.5% | +8.8% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling