| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | LDI | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +5.3% | −5.0% | −31.4% | +9.2% | −14.8% | −5.3% | −20.0% | — | — | — | — | — | −51.7% | +7.5% | −59.2pp |
| 2025 | −17.2% | −3.0% | −27.4% | −6.7% | +18.0% | −3.1% | +25.2% | +34.6% | +43.5% | −1.6% | −6.3% | −26.9% | +1.5% | +17.7% | −16.2pp |
| 2024 | −20.2% | −9.3% | +1.6% | −19.7% | −13.0% | −8.8% | +22.4% | +29.7% | +4.2% | −22.3% | +6.1% | −9.3% | −42.0% | +24.9% | −66.9pp |
| 2023 | +59.4% | −20.9% | −22.6% | +13.7% | +0.0% | +15.8% | +10.8% | −17.9% | −10.9% | −31.4% | +55.9% | +91.3% | +113.3% | +26.2% | +87.2pp |
| 2022 | −2.3% | −11.9% | +0.5% | −25.1% | −10.5% | −47.3% | +23.6% | −7.3% | −20.0% | +34.8% | −6.7% | −0.6% | −64.9% | −18.2% | −46.8pp |
| 2021 · part | — | — | +2.7% | +2.5% | −14.6% | −23.7% | −19.3% | −20.6% | −17.7% | −1.9% | −27.0% | +1.9% | −73.6% | +28.7% | −102.3pp |
A month’s return is its month-end close over the prior month-end’s, so a year’s figure is exactly the product of its twelve monthly cells — no separate annualisation, no resampling. A blank cell means no return exists for that month (the series had not started, or it is the very first month-end, which has nothing to be measured against). Blank is never zero.
Basis. LDI is on the total return (splits + dividends) basis, SPY on the total return (splits + dividends) basis. Both columns are on the same basis, so the Δ column is a like-for-like difference.
Partial years. A year marked “ytd” or “part” does not cover the full calendar year: either the stored history starts inside it (the figure is measured from the first month-end present) or the data stops before December (the figure runs through the last stored close). The row’s own tooltip names the exact boundary. It is never dressed up as a calendar-year return.
End of day. These are stored end-of-day closes, and the window is anchored on the LAST stored bar rather than today’s date — so the newest row ends where the data ends. Nothing here is intraday.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 5 | 5 | 6 | 6 | 6 | 6 | 6 | 5 | 5 | 5 | 5 | 5 |
| Positive ⓘ | 40% | 0% | 50% | 50% | 17% | 17% | 67% | 40% | 40% | 20% | 40% | 40% |
| Median | −2.3% | −9.3% | −11.1% | −2.1% | −11.7% | −7.1% | +16.6% | −7.3% | −10.9% | −1.9% | −6.3% | −0.6% |
| Best | +59.4% | −3.0% | +2.7% | +13.7% | +18.0% | +15.8% | +25.2% | +34.6% | +43.5% | +34.8% | +55.9% | +91.3% |
| Worst | −20.2% | −20.9% | −31.4% | −25.1% | −14.8% | −47.3% | −20.0% | −20.6% | −20.0% | −31.4% | −27.0% | −26.9% |
| vs SPY ⓘ | +3.0pp | −9.0pp | −12.6pp | −4.3pp | −13.0pp | −10.3pp | +11.0pp | −3.2pp | −6.1pp | −9.0pp | −6.5pp | −2.7pp |
65 monthly observations across 2021–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
