+168.2%
LTL vs SPY
+656.0%
-487.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.7% |
| 1Y | -13.8% | +13.4% | -27.2% | -28.0% |
| 3Y | +104.5% | +79.9% | +24.6% | -8.0% |
| 5Y | +81.4% | +72.2% | +9.2% | -9.2% |
| 10Y | +110.7% | +307.3% | -196.7% | -67.8% |
| All | +168.2% | +656.0% | -487.8% | -83.6% |
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 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