+6.5%
LRNZ vs SPY
+72.1%
-65.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.9% |
| 7D | +6.1% | +2.6% | +3.5% | +1.7% |
| 30D | -10.5% | -2.0% | -8.5% | -6.9% |
| 3M | -12.8% | -2.8% | -10.0% | -7.8% |
| 6M | +12.8% | +2.1% | +10.7% | +10.5% |
| YTD | +20.3% | +11.5% | +8.8% | +2.1% |
| 1Y | +15.9% | +13.5% | +2.4% | -4.4% |
| 3Y | +87.6% | +77.7% | +9.9% | -27.5% |
| All | +6.5% | +72.1% | -65.6% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling