+81.5%
LTC vs SPY
+304.1%
-222.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.6% |
| 30D | +5.2% | -3.7% | +8.9% | +7.7% |
| 3M | +14.4% | -2.7% | +17.1% | +16.2% |
| 6M | +16.9% | +2.2% | +14.8% | +14.2% |
| YTD | +35.8% | +10.8% | +24.9% | +24.4% |
| 1Y | +30.1% | +11.2% | +18.8% | +18.7% |
| 3Y | +70.3% | +76.5% | -6.1% | +4.4% |
| 5Y | +78.6% | +72.9% | +5.6% | +9.4% |
| 10Y | +81.5% | +304.8% | -223.3% | -44.5% |
| All | +81.5% | +304.1% | -222.6% | -44.5% |
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 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