+48.9%
LTC vs SPY
+314.4%
-265.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.3% |
| 7D | +1.5% | +0.5% | +0.9% | +1.1% |
| 30D | +5.9% | -0.9% | +6.9% | +6.6% |
| 3M | +19.6% | +3.9% | +15.7% | +16.0% |
| 6M | +12.7% | +14.5% | -1.9% | +1.4% |
| YTD | +27.1% | +12.9% | +14.2% | +15.3% |
| 1Y | +22.0% | +19.4% | +2.6% | +5.8% |
| 3Y | +59.5% | +78.5% | -19.0% | -2.6% |
| 5Y | +68.6% | +81.8% | -13.2% | -1.2% |
| All | +48.9% | +314.4% | -265.5% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling