+20.4%
LTBR vs SPY
+82.3%
-61.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.2% | -6.1% |
| 7D | -7.4% | -0.8% | -6.6% | -6.0% |
| 30D | -21.0% | -1.1% | -20.0% | -19.3% |
| 3M | -23.4% | +3.9% | -27.2% | -28.2% |
| 6M | -42.1% | +13.6% | -55.7% | -53.0% |
| YTD | -44.5% | +12.7% | -57.1% | -53.8% |
| 1Y | -50.1% | +17.5% | -67.6% | -60.2% |
| 3Y | +57.8% | +76.9% | -19.2% | -29.0% |
| All | +20.4% | +82.3% | -61.9% | -43.9% |
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