-7.2%
LTPZ vs SPY
+14.6%
-21.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +5.3% | -1.0% | +6.4% | +5.6% |
| 3M | -2.2% | -0.3% | -1.8% | -2.2% |
| 6M | -4.4% | +7.3% | -11.7% | -6.0% |
| YTD | -4.9% | +13.3% | -18.3% | -7.9% |
| 1Y | -7.2% | +14.8% | -22.0% | -10.2% |
| All | -7.2% | +14.6% | -21.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling