+264.9%
LRGF vs SPY
+323.3%
-58.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | -2.6% | -2.7% | +0.1% | 0.0% |
| 30D | -5.5% | -5.4% | -0.1% | -0.3% |
| 3M | -3.8% | -4.1% | +0.3% | +0.2% |
| 6M | +2.3% | +0.7% | +1.6% | +1.6% |
| YTD | +8.8% | +8.7% | +0.2% | +0.3% |
| 1Y | +10.2% | +10.9% | -0.7% | -0.4% |
| 3Y | +77.3% | +75.0% | +2.3% | +2.4% |
| 5Y | +77.9% | +67.8% | +10.1% | +6.9% |
| 10Y | +264.0% | +312.9% | -48.9% | -4.8% |
| All | +264.9% | +323.3% | -58.3% | -7.2% |
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 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