+9.8%
LRMR vs SPY
+78.4%
-68.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.9% |
| 7D | +5.9% | -0.6% | +6.5% | +8.2% |
| 30D | +0.7% | -3.7% | +4.4% | +8.6% |
| 3M | -32.9% | -2.7% | -30.2% | -29.1% |
| 6M | -32.2% | +2.2% | -34.4% | -34.0% |
| YTD | -29.4% | +10.8% | -40.2% | -39.3% |
| 1Y | -24.2% | +11.2% | -35.5% | -35.1% |
| 3Y | +9.8% | +76.5% | -66.7% | -52.8% |
| All | +9.8% | +78.4% | -68.6% | -52.8% |
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