-1.4%
LTPZ vs SPY
+312.9%
-314.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -1.1% | -2.7% | +1.7% | -1.0% |
| 30D | +5.0% | -5.4% | +10.4% | +5.1% |
| 3M | -1.7% | -4.1% | +2.4% | -1.6% |
| 6M | -5.1% | +0.7% | -5.8% | -5.1% |
| YTD | -4.8% | +8.7% | -13.5% | -4.9% |
| 1Y | -6.8% | +10.9% | -17.7% | -6.9% |
| 3Y | +2.5% | +75.0% | -72.5% | +2.9% |
| 5Y | -34.2% | +67.8% | -102.0% | -34.7% |
| All | -1.4% | +312.9% | -314.3% | +15.6% |
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