-61.0%
LTRN vs SPY
+77.0%
-138.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -4.4% |
| 7D | -10.2% | -0.8% | -9.5% | -9.0% |
| 30D | -35.7% | -1.1% | -34.7% | -34.4% |
| 3M | -58.0% | +3.9% | -61.8% | -60.8% |
| 6M | -36.7% | +13.6% | -50.3% | -47.7% |
| YTD | -43.6% | +12.7% | -56.2% | -52.8% |
| 1Y | -56.5% | +17.5% | -74.0% | -65.6% |
| 3Y | -61.0% | +76.9% | -138.0% | -81.9% |
| All | -61.0% | +77.0% | -138.0% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling