+136.3%
NL vs SPY
+318.9%
-182.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.7% |
| 7D | +1.3% | -2.0% | +3.3% | +3.8% |
| 30D | +11.3% | -1.7% | +13.0% | +13.6% |
| 3M | +18.6% | +4.7% | +13.8% | +11.5% |
| 6M | +23.2% | +12.5% | +10.7% | +5.3% |
| YTD | +34.7% | +11.7% | +23.0% | +16.1% |
| 1Y | +22.8% | +17.5% | +5.4% | -0.6% |
| 3Y | +88.8% | +76.6% | +12.2% | -9.4% |
| 5Y | +71.7% | +82.0% | -10.3% | -21.4% |
| All | +136.3% | +318.9% | -182.6% | -74.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling