+144.1%
LRNZ vs SPY
+183.3%
-39.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | -1.0% | +0.1% | -1.2% | -1.2% |
| 30D | -1.0% | +0.1% | -1.1% | -1.0% |
| 3M | +0.5% | +2.0% | -1.5% | -1.5% |
| 6M | +50.6% | +13.0% | +37.6% | +30.2% |
| YTD | +29.7% | +13.5% | +16.2% | +11.8% |
| 1Y | +42.0% | +20.0% | +22.0% | +14.6% |
| 3Y | +95.1% | +77.2% | +18.0% | +1.0% |
| 5Y | +21.6% | +81.9% | -60.3% | -37.1% |
| All | +144.1% | +183.3% | -39.2% | -4.2% |
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