-88.2%
LTRN vs SPY
+167.0%
-255.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.2% |
| 7D | -8.3% | -0.4% | -7.9% | -7.9% |
| 30D | -37.0% | -1.4% | -35.6% | -35.8% |
| 3M | -53.5% | +3.7% | -57.2% | -55.6% |
| 6M | -35.4% | +13.0% | -48.4% | -42.9% |
| YTD | -41.6% | +12.4% | -54.0% | -48.0% |
| 1Y | -56.3% | +18.5% | -74.8% | -63.1% |
| 3Y | -60.5% | +77.6% | -138.1% | -77.4% |
| 5Y | -87.2% | +81.7% | -168.9% | -92.8% |
| All | -88.2% | +167.0% | -255.1% | -93.8% |
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