+141.8%
LRNZ vs SPY
+178.8%
-37.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | 0.0% | -2.0% | +2.0% | +2.6% |
| 30D | -4.0% | -1.7% | -2.3% | -1.9% |
| 3M | +8.9% | +4.7% | +4.2% | +3.2% |
| 6M | +45.4% | +12.5% | +32.9% | +26.5% |
| YTD | +28.5% | +11.7% | +16.8% | +13.0% |
| 1Y | +36.2% | +17.5% | +18.8% | +12.9% |
| 3Y | +94.0% | +76.6% | +17.5% | +1.0% |
| 5Y | +25.0% | +82.0% | -57.0% | -34.8% |
| All | +141.8% | +178.8% | -37.0% | -3.1% |
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