-35.1%
LYG vs SPY
+933.4%
-968.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -3.4% | -2.0% | -1.5% | -0.7% |
| 30D | -3.4% | -1.7% | -1.8% | -1.2% |
| 3M | +15.7% | +4.7% | +11.0% | +8.5% |
| 6M | +13.9% | +12.5% | +1.4% | -2.8% |
| YTD | +15.4% | +11.7% | +3.7% | -0.6% |
| 1Y | +36.5% | +17.5% | +19.0% | +9.7% |
| 3Y | +234.7% | +76.6% | +158.1% | +47.4% |
| 5Y | +224.5% | +82.0% | +142.4% | +34.2% |
| 10Y | +183.5% | +317.1% | -133.7% | -67.2% |
| All | -35.1% | +933.4% | -968.6% | -97.6% |
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