-71.4%
LRMR vs SPY
+81.8%
-153.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +7.0% |
| 7D | +3.4% | +0.5% | +2.9% | +2.7% |
| 30D | -2.0% | -0.9% | -1.1% | -1.0% |
| 3M | +31.5% | +3.9% | +27.6% | +25.6% |
| 6M | -21.9% | +14.5% | -36.5% | -33.3% |
| YTD | +7.0% | +12.9% | -6.0% | -6.5% |
| 1Y | +3.7% | +19.4% | -15.7% | -14.4% |
| 3Y | +6.4% | +78.5% | -72.1% | -37.6% |
| 5Y | -71.4% | +81.8% | -153.2% | -84.0% |
| All | -71.4% | +81.8% | -153.2% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling