-36.8%
LTPZ vs SPY
+72.2%
-109.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +2.2% | -3.7% | +5.9% | +2.8% |
| 3M | -3.2% | -2.7% | -0.4% | -2.8% |
| 6M | -7.1% | +2.2% | -9.3% | -7.5% |
| YTD | -6.6% | +10.8% | -17.4% | -8.2% |
| 1Y | -8.6% | +11.2% | -19.8% | -10.3% |
| 3Y | +0.4% | +76.5% | -76.1% | -9.1% |
| 5Y | -36.8% | +72.9% | -109.7% | -44.2% |
| All | -36.8% | +72.2% | -109.0% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling