+110.3%
LTL vs SPY
+311.3%
-201.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | +1.3% | +0.5% | +0.7% | +0.5% |
| 30D | 0.0% | -0.9% | +0.9% | +1.4% |
| 3M | -0.7% | +3.9% | -4.6% | -6.0% |
| 6M | -12.6% | +14.5% | -27.1% | -28.0% |
| YTD | -14.3% | +12.9% | -27.2% | -28.0% |
| 1Y | -10.6% | +19.4% | -30.0% | -30.7% |
| 3Y | +123.8% | +78.5% | +45.3% | +2.8% |
| 5Y | +98.8% | +81.8% | +17.1% | -7.5% |
| 10Y | +110.3% | +311.5% | -201.3% | -61.0% |
| All | +110.3% | +311.3% | -201.1% | -61.0% |
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