-96.6%
LTBR vs SPY
+833.8%
-930.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.6% |
| 7D | +6.2% | +0.5% | +5.6% | +5.7% |
| 30D | -16.7% | -0.9% | -15.7% | -16.0% |
| 3M | -16.9% | +3.9% | -20.8% | -19.0% |
| 6M | -31.1% | +14.5% | -45.6% | -37.2% |
| YTD | -37.6% | +12.9% | -50.5% | -42.1% |
| 1Y | -44.9% | +19.4% | -64.2% | -50.3% |
| 3Y | +83.1% | +78.5% | +4.6% | +29.1% |
| 5Y | +31.5% | +81.8% | -50.3% | -5.9% |
| 10Y | -68.4% | +311.5% | -379.9% | -85.4% |
| All | -96.6% | +833.8% | -930.4% | -99.2% |
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