+540.9%
LRN vs SPY
+312.5%
+228.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | +1.8% | -1.4% | +3.2% | +2.4% |
| 3M | -15.9% | +3.7% | -19.6% | -17.5% |
| 6M | -4.2% | +13.0% | -17.2% | -9.6% |
| YTD | +25.8% | +12.4% | +13.4% | +19.1% |
| 1Y | -50.8% | +18.5% | -69.3% | -54.6% |
| 3Y | +85.2% | +77.6% | +7.6% | +42.3% |
| 5Y | +141.2% | +81.7% | +59.5% | +82.4% |
| 10Y | +540.9% | +319.7% | +221.2% | +152.7% |
| All | +540.9% | +312.5% | +228.3% | +152.7% |
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