+16.2%
LRN vs SPY
+12.3%
+3.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | +0.3% |
| 30D | -11.5% | -3.3% | -8.2% | -11.3% |
| 3M | -8.2% | -2.4% | -5.8% | -8.0% |
| 6M | -13.9% | +2.6% | -16.4% | -13.6% |
| YTD | +16.6% | +11.2% | +5.4% | +9.3% |
| All | +16.2% | +12.3% | +3.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling