+4,366.7%
LTC vs SPY
+2,954.7%
+1,412.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | 0.0% | -2.7% | +2.7% | +1.9% |
| 30D | +7.6% | -5.4% | +13.0% | +11.7% |
| 3M | +15.0% | -4.1% | +19.1% | +18.2% |
| 6M | +19.7% | +0.7% | +19.0% | +18.1% |
| YTD | +36.7% | +8.7% | +28.0% | +27.1% |
| 1Y | +33.7% | +10.9% | +22.9% | +22.4% |
| 3Y | +69.0% | +75.0% | -6.0% | +7.7% |
| 5Y | +82.0% | +67.8% | +14.2% | +17.0% |
| 10Y | +74.6% | +312.9% | -238.2% | -41.7% |
| All | +4,366.7% | +2,954.7% | +1,412.0% | +518.3% |
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