-89.5%
LTRX vs SPY
+727.5%
-817.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -3.8% | -0.4% | -3.4% | -3.6% |
| 30D | -11.7% | -1.4% | -10.3% | -10.8% |
| 3M | -20.6% | +3.7% | -24.3% | -22.1% |
| 6M | -19.0% | +13.0% | -32.0% | -24.5% |
| YTD | -13.7% | +12.4% | -26.0% | -18.8% |
| 1Y | +12.7% | +18.5% | -5.8% | +2.9% |
| 3Y | -1.4% | +77.6% | -79.0% | -29.1% |
| 5Y | -25.3% | +81.7% | -106.9% | -46.0% |
| 10Y | +283.3% | +319.7% | -36.3% | +88.5% |
| All | -89.5% | +727.5% | -817.0% | -96.0% |
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