+244.9%
LRN vs SPY
+632.9%
-388.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +2.5% | +0.1% | +2.5% | +2.5% |
| 3M | -17.0% | +2.0% | -19.0% | -18.7% |
| 6M | -2.3% | +13.0% | -15.3% | -11.0% |
| YTD | +30.4% | +13.5% | +16.9% | +18.4% |
| 1Y | -47.8% | +20.0% | -67.8% | -54.6% |
| 3Y | +92.1% | +77.2% | +14.9% | +24.7% |
| 5Y | +148.7% | +81.9% | +66.8% | +56.5% |
| 10Y | +580.2% | +314.1% | +266.1% | +106.3% |
| All | +244.9% | +632.9% | -388.0% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling