+194.8%
LYG vs SPY
+322.5%
-127.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.3% |
| 30D | -2.9% | -1.1% | -1.8% | -1.8% |
| 3M | +12.4% | +3.9% | +8.5% | +8.0% |
| 6M | +16.7% | +13.6% | +3.0% | +2.4% |
| YTD | +17.8% | +12.7% | +5.1% | +4.3% |
| 1Y | +38.4% | +17.5% | +20.9% | +17.4% |
| 3Y | +239.8% | +76.9% | +162.9% | +83.2% |
| 5Y | +231.1% | +83.6% | +147.5% | +70.8% |
| All | +194.8% | +322.5% | -127.6% | -37.4% |
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