+56.8%
LTPZ vs SPY
+865.7%
-808.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | -0.2% |
| 7D | -0.7% | -4.7% | +4.1% | -1.1% |
| 30D | +5.0% | -5.9% | +10.9% | +4.5% |
| 3M | -1.9% | -4.5% | +2.6% | -2.3% |
| 6M | -4.6% | +1.8% | -6.4% | -4.5% |
| YTD | -4.8% | +8.3% | -13.1% | -4.1% |
| 1Y | -6.1% | +9.3% | -15.5% | -5.4% |
| 3Y | +2.0% | +74.9% | -72.8% | +8.3% |
| 5Y | -34.2% | +67.3% | -101.4% | -30.9% |
| 10Y | -1.5% | +311.6% | -313.1% | +28.5% |
| All | +56.8% | +865.7% | -808.9% | +153.0% |
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