-88.6%
LTRN vs SPY
+167.6%
-256.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.9% |
| 7D | -10.2% | -0.8% | -9.5% | -9.4% |
| 30D | -35.7% | -1.1% | -34.7% | -34.8% |
| 3M | -58.0% | +3.9% | -61.8% | -60.0% |
| 6M | -36.7% | +13.6% | -50.3% | -44.4% |
| YTD | -43.6% | +12.7% | -56.2% | -49.9% |
| 1Y | -56.5% | +17.5% | -74.0% | -62.9% |
| 3Y | -61.0% | +76.9% | -138.0% | -77.6% |
| 5Y | -87.3% | +83.6% | -170.9% | -92.9% |
| All | -88.6% | +167.6% | -256.2% | -94.1% |
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