+51.1%
LRGE vs SPY
+78.4%
-27.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | -3.2% | -0.6% | -2.6% | -2.5% |
| 30D | -10.4% | -3.7% | -6.7% | -6.5% |
| 3M | -6.6% | -2.7% | -3.8% | -3.4% |
| 6M | -3.2% | +2.2% | -5.4% | -5.1% |
| YTD | +0.5% | +10.8% | -10.3% | -9.5% |
| 1Y | -2.4% | +11.2% | -13.6% | -12.4% |
| 3Y | +51.1% | +76.5% | -25.3% | -17.0% |
| All | +51.1% | +78.4% | -27.2% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling