-93.5%
LRMR vs SPY
+304.1%
-397.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.6% |
| 7D | +5.9% | -0.6% | +6.5% | +7.2% |
| 30D | +0.7% | -3.7% | +4.4% | +4.9% |
| 3M | -32.9% | -2.7% | -30.2% | -30.9% |
| 6M | -32.2% | +2.2% | -34.4% | -32.9% |
| YTD | -29.4% | +10.8% | -40.2% | -34.2% |
| 1Y | -24.2% | +11.2% | -35.5% | -29.5% |
| 3Y | +9.8% | +76.5% | -66.7% | -24.4% |
| 5Y | -79.4% | +72.9% | -152.3% | -85.8% |
| 10Y | -93.5% | +304.8% | -398.3% | -97.4% |
| All | -93.5% | +304.1% | -397.6% | -97.4% |
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