+297.0%
LTRX vs SPY
+322.5%
-25.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.5% |
| 7D | +0.4% | -0.8% | +1.1% | +1.3% |
| 30D | -15.1% | -1.1% | -14.0% | -13.9% |
| 3M | -23.8% | +3.9% | -27.7% | -26.6% |
| 6M | -14.7% | +13.6% | -28.3% | -25.0% |
| YTD | -10.6% | +12.7% | -23.3% | -20.2% |
| 1Y | +14.7% | +17.5% | -2.8% | -1.6% |
| 3Y | -1.3% | +76.9% | -78.2% | -45.5% |
| 5Y | -21.1% | +83.6% | -104.7% | -57.5% |
| All | +297.0% | +322.5% | -25.5% | +12.5% |
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