+110.7%
LTL vs SPY
+315.0%
-204.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +1.5% |
| 7D | +14.2% | +0.1% | +14.1% | +14.0% |
| 30D | -6.3% | -3.3% | -3.0% | -1.6% |
| 3M | -8.6% | -2.4% | -6.2% | -5.3% |
| 6M | -18.7% | +2.6% | -21.2% | -21.6% |
| YTD | -21.7% | +11.2% | -32.9% | -32.8% |
| 1Y | -13.8% | +13.4% | -27.2% | -28.0% |
| 3Y | +104.5% | +79.9% | +24.6% | -7.7% |
| 5Y | +81.4% | +72.2% | +9.3% | -9.6% |
| 10Y | +110.7% | +307.3% | -196.6% | -59.6% |
| All | +110.7% | +315.0% | -204.3% | -59.6% |
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