+457.7%
LRN vs SPY
+308.5%
+149.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +0.6% | +3.3% | -2.7% | -0.8% |
| 30D | -9.3% | -2.7% | -6.6% | -8.2% |
| 3M | -4.2% | -1.7% | -2.5% | -3.5% |
| 6M | -13.9% | +3.1% | -17.0% | -15.3% |
| YTD | +16.0% | +11.9% | +4.1% | +10.1% |
| 1Y | +14.8% | +12.0% | +2.8% | +8.8% |
| 3Y | +34.4% | +78.2% | -43.7% | +3.9% |
| 5Y | +107.9% | +73.2% | +34.6% | +61.0% |
| All | +457.7% | +308.5% | +149.2% | +155.2% |
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