+126.3%
LRNZ vs SPY
+178.2%
-51.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.0% |
| 7D | +6.1% | +2.6% | +3.5% | +2.8% |
| 30D | -10.5% | -2.0% | -8.5% | -7.7% |
| 3M | -12.8% | -2.8% | -10.0% | -8.9% |
| 6M | +12.8% | +2.1% | +10.7% | +11.4% |
| YTD | +20.3% | +11.5% | +8.8% | +6.8% |
| 1Y | +15.9% | +13.5% | +2.4% | +0.7% |
| 3Y | +87.6% | +77.7% | +9.9% | -2.6% |
| 5Y | +4.8% | +72.6% | -67.9% | -42.7% |
| All | +126.3% | +178.2% | -51.9% | -8.4% |
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 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