-96.5%
LYEL vs SPY
+94.6%
-191.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -3.3% |
| 7D | -16.8% | -0.8% | -16.0% | -15.7% |
| 30D | -15.6% | -1.1% | -14.5% | -14.3% |
| 3M | -12.8% | +3.9% | -16.7% | -17.9% |
| 6M | -52.4% | +13.6% | -66.0% | -60.8% |
| YTD | -61.1% | +12.7% | -73.8% | -67.7% |
| 1Y | -10.1% | +17.5% | -27.6% | -29.2% |
| 3Y | -70.1% | +76.9% | -147.0% | -87.4% |
| 5Y | -96.7% | +83.6% | -180.3% | -98.6% |
| All | -96.5% | +94.6% | -191.0% | -98.6% |
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 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