+64.9%
LTBR vs SPY
+75.5%
-10.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.2% |
| 7D | -1.9% | -2.0% | +0.1% | +3.1% |
| 30D | -19.0% | -1.7% | -17.3% | -15.5% |
| 3M | -15.8% | +4.7% | -20.6% | -23.9% |
| 6M | -39.3% | +12.5% | -51.8% | -52.0% |
| YTD | -41.9% | +11.7% | -53.7% | -52.9% |
| 1Y | -46.8% | +17.5% | -64.3% | -59.7% |
| All | +64.9% | +75.5% | -10.5% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling