+76.0%
NLR vs SPY
+72.1%
+3.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -0.1% | +2.6% | -2.7% | -2.5% |
| 30D | -6.5% | -2.0% | -4.5% | -4.5% |
| 3M | -25.4% | -2.8% | -22.6% | -23.0% |
| 6M | -35.2% | +2.1% | -37.3% | -35.9% |
| YTD | -28.8% | +11.5% | -40.3% | -34.7% |
| 1Y | -30.3% | +13.5% | -43.8% | -36.9% |
| 3Y | +33.4% | +77.7% | -44.3% | -14.0% |
| All | +76.0% | +72.1% | +3.9% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling