+195.3%
LTL vs SPY
+671.7%
-476.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.8% |
| 7D | -2.0% | +0.1% | -2.2% | -2.2% |
| 30D | +1.3% | +0.1% | +1.2% | +1.3% |
| 3M | -3.9% | +2.0% | -5.9% | -6.6% |
| 6M | -14.1% | +13.0% | -27.1% | -27.9% |
| YTD | -13.8% | +13.5% | -27.3% | -28.1% |
| 1Y | -8.9% | +20.0% | -28.9% | -29.8% |
| 3Y | +123.6% | +77.2% | +46.4% | +3.3% |
| 5Y | +96.4% | +81.9% | +14.5% | -8.9% |
| 10Y | +125.3% | +314.1% | -188.7% | -66.4% |
| All | +195.3% | +671.7% | -476.4% | -82.4% |
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