-50.0%
LRN vs SPY
+19.4%
-69.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -3.0% |
| 7D | -5.9% | +0.5% | -6.4% | -5.8% |
| 30D | -0.4% | -0.9% | +0.5% | -0.5% |
| 3M | -15.1% | +3.9% | -19.0% | -15.0% |
| 6M | -5.4% | +14.5% | -19.9% | -10.8% |
| YTD | +26.5% | +12.9% | +13.6% | +19.4% |
| 1Y | -50.0% | +19.4% | -69.4% | -50.4% |
| All | -50.0% | +19.4% | -69.4% | -50.4% |
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