-89.7%
LRMR vs SPY
+318.9%
-408.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +0.5% | -2.0% | +2.5% | +2.2% |
| 30D | -10.7% | -1.7% | -9.0% | -9.4% |
| 3M | +11.9% | +4.7% | +7.2% | +7.6% |
| 6M | -31.4% | +12.5% | -43.9% | -37.8% |
| YTD | +1.0% | +11.7% | -10.7% | -7.3% |
| 1Y | -3.8% | +17.5% | -21.2% | -15.0% |
| 3Y | +0.5% | +76.6% | -76.0% | -31.9% |
| 5Y | -71.6% | +82.0% | -153.7% | -81.4% |
| All | -89.7% | +318.9% | -408.6% | -97.2% |
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 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