-56.5%
LTRN vs SPY
+18.1%
-74.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -5.2% |
| 7D | -10.2% | -0.8% | -9.5% | -8.3% |
| 30D | -35.7% | -1.1% | -34.7% | -33.7% |
| 3M | -58.0% | +3.9% | -61.8% | -62.7% |
| 6M | -36.7% | +13.6% | -50.3% | -57.2% |
| YTD | -43.6% | +12.7% | -56.2% | -61.4% |
| 1Y | -56.5% | +17.5% | -74.0% | -71.6% |
| All | -56.5% | +18.1% | -74.6% | -71.6% |
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 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