life

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	6.67%
AEP American Electric Power Company, Inc.	Utilities	6.67%
AMZN Amazon.com, Inc	Consumer Cyclical	6.67%
COST Costco Wholesale Corporation	Consumer Defensive	6.67%
ENB Enbridge Inc.	Energy	6.67%
GOOGL Alphabet Inc Class A	Communication Services	6.67%
HD The Home Depot, Inc.	Consumer Cyclical	6.67%
MCD McDonald's Corporation	Consumer Cyclical	6.67%
MSFT Microsoft Corporation	Technology	6.67%
POW.TO Power Corporation of Canada	Financial Services	6.67%
PWR Quanta Services, Inc.	Industrials	6.67%
SPOT Spotify Technology S.A.	Communication Services	6.67%
UL The Unilever Group	Consumer Defensive	6.67%
WMT Walmart Inc.	Consumer Defensive	6.67%
YUM YUM! Brands, Inc.	Consumer Cyclical	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in life, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Apr 3, 2018, corresponding to the inception date of SPOT

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio life	0.42%	-2.64%	1.37%	3.60%	30.23%	25.42%	17.26%	—
Portfolio components:
COST Costco Wholesale Corporation	0.35%	2.05%	18.28%	12.12%	11.75%	29.72%	24.56%	23.07%
AAPL Apple Inc	1.15%	0.54%	-4.69%	1.04%	38.01%	16.84%	15.75%	26.53%
MSFT Microsoft Corporation	-0.16%	-8.82%	-22.72%	-29.16%	4.42%	9.39%	9.23%	22.78%
WMT Walmart Inc.	0.79%	2.62%	14.04%	23.96%	53.76%	37.70%	23.78%	20.90%
MCD McDonald's Corporation	0.85%	-5.58%	1.92%	5.85%	5.60%	5.48%	8.33%	11.91%
YUM YUM! Brands, Inc.	0.81%	-1.65%	4.50%	6.76%	8.49%	8.06%	8.65%	12.32%
PWR Quanta Services, Inc.	-1.11%	2.65%	31.41%	29.65%	131.73%	51.79%	43.74%	38.27%
POW.TO Power Corporation of Canada	0.08%	2.24%	-6.46%	15.11%	43.58%	30.75%	18.98%	14.07%
GOOGL Alphabet Inc Class A	1.43%	0.56%	-4.09%	19.95%	106.75%	40.77%	21.99%	23.06%
ENB Enbridge Inc.	-0.76%	-0.59%	13.86%	10.97%	31.22%	18.82%	15.14%	9.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2018, life's average daily return is +0.08%, while the average monthly return is +1.66%. At this rate, your investment would double in approximately 3.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, life closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.04%	4.18%	-5.64%	1.04%									1.37%
2025	3.60%	1.23%	-3.44%	3.83%	4.13%	2.52%	1.07%	3.57%	2.97%	1.64%	2.91%	-2.43%	23.48%
2024	1.03%	6.52%	1.70%	-1.17%	5.50%	1.98%	3.11%	3.75%	3.88%	-1.53%	7.83%	-2.36%	34.07%
2023	9.28%	-2.47%	6.52%	3.47%	0.48%	5.86%	1.86%	-1.32%	-4.67%	-1.31%	8.36%	4.78%	34.17%
2022	-5.91%	-2.64%	4.20%	-7.97%	-0.46%	-5.98%	10.62%	-3.97%	-9.57%	5.24%	5.31%	-5.82%	-17.57%
2021	-0.79%	-0.58%	5.32%	6.77%	-0.09%	2.19%	2.39%	3.67%	-2.93%	7.72%	-1.72%	4.21%	28.73%

Benchmark Metrics

life has an annualized alpha of 9.30%, beta of 0.84, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since April 04, 2018.

This portfolio captured 109.50% of S&P 500 Index gains but only 77.52% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.30% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 9.30%

Beta: 0.84

R²: 0.88

Upside Capture: 109.50%

Downside Capture: 77.52%

Expense Ratio

life has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

life ranks 85 for risk / return — in the top 85% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.53	1.84	+0.69
Sortino ratio Return per unit of downside risk	4.22	2.97	+1.25
Omega ratio Gain probability vs. loss probability	1.53	1.40	+0.12
Calmar ratio Return relative to maximum drawdown	3.59	1.82	+1.77
Martin ratio Return relative to average drawdown	15.35	7.76	+7.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
COST Costco Wholesale Corporation	52	0.61	1.03	1.12	0.32	0.63
AAPL Apple Inc	73	1.31	2.20	1.29	1.06	2.82
MSFT Microsoft Corporation	40	0.17	0.43	1.06	-0.05	-0.13
WMT Walmart Inc.	91	2.31	3.50	1.43	3.89	10.77
MCD McDonald's Corporation	45	0.35	0.63	1.07	0.16	0.37
YUM YUM! Brands, Inc.	45	0.40	0.73	1.09	0.10	0.17
PWR Quanta Services, Inc.	97	3.83	4.35	1.59	9.41	23.45
POW.TO Power Corporation of Canada	86	2.30	2.86	1.40	3.04	8.99
GOOGL Alphabet Inc Class A	95	3.57	4.58	1.57	4.50	17.12
ENB Enbridge Inc.	84	1.91	2.59	1.33	2.78	6.88

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

life Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.53
5-Year: 1.14
All Time: 1.17

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.82, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of life compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

life provided a 1.71% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.71%	1.70%	1.87%	2.19%	2.04%	1.78%	2.31%	1.88%	2.20%	2.06%	4.67%	2.28%
Portfolio components:
COST Costco Wholesale Corporation	0.51%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
AAPL Apple Inc	0.40%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
WMT Walmart Inc.	0.75%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
MCD McDonald's Corporation	2.34%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%
YUM YUM! Brands, Inc.	1.83%	1.88%	2.00%	1.85%	1.78%	1.44%	1.73%	1.67%	1.57%	1.47%	41.26%	2.31%
PWR Quanta Services, Inc.	0.08%	0.09%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%
POW.TO Power Corporation of Canada	3.66%	3.36%	5.02%	5.54%	6.22%	4.40%	7.51%	4.77%	6.13%	4.36%	4.38%	4.23%
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ENB Enbridge Inc.	5.11%	5.66%	6.28%	7.31%	6.80%	6.85%	7.55%	5.58%	6.68%	4.71%	4.13%	4.71%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the life. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the life was 29.48%, occurring on Mar 23, 2020. Recovery took 65 trading sessions.

The current life drawdown is 5.05%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.48%	Feb 19, 2020	24	Mar 23, 2020	65	Jun 23, 2020	89
-22.25%	Jan 4, 2022	201	Oct 14, 2022	168	Jun 13, 2023	369
-16.74%	Aug 30, 2018	82	Dec 24, 2018	53	Mar 12, 2019	135
-12.76%	Feb 14, 2025	37	Apr 8, 2025	27	May 16, 2025	64
-9.45%	Jul 20, 2023	70	Oct 26, 2023	22	Nov 27, 2023	92

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	AEP	UL	SPOT	ENB	WMT	POW.TO	PWR	MCD	YUM	COST	AMZN	GOOGL	HD	AAPL	MSFT	Portfolio
Benchmark	1.00	0.24	0.31	0.44	0.43	0.35	0.47	0.61	0.42	0.47	0.53	0.67	0.70	0.60	0.70	0.75	0.89
AEP	0.24	1.00	0.36	-0.02	0.31	0.28	0.17	0.14	0.35	0.32	0.24	0.04	0.09	0.27	0.14	0.13	0.32
UL	0.31	0.36	1.00	0.09	0.30	0.28	0.25	0.15	0.37	0.35	0.30	0.16	0.18	0.31	0.22	0.21	0.41
SPOT	0.44	-0.02	0.09	1.00	0.16	0.15	0.22	0.23	0.13	0.18	0.25	0.45	0.41	0.24	0.35	0.43	0.56
ENB	0.43	0.31	0.30	0.16	1.00	0.21	0.39	0.31	0.30	0.30	0.23	0.19	0.25	0.31	0.26	0.23	0.47
WMT	0.35	0.28	0.28	0.15	0.21	1.00	0.17	0.20	0.34	0.28	0.58	0.23	0.21	0.39	0.25	0.27	0.47
POW.TO	0.47	0.17	0.25	0.22	0.39	0.17	1.00	0.36	0.26	0.30	0.24	0.27	0.29	0.32	0.29	0.27	0.49
PWR	0.61	0.14	0.15	0.23	0.31	0.20	0.36	1.00	0.23	0.32	0.29	0.30	0.34	0.41	0.34	0.35	0.56
MCD	0.42	0.35	0.37	0.13	0.30	0.34	0.26	0.23	1.00	0.59	0.35	0.21	0.24	0.40	0.29	0.29	0.51
YUM	0.47	0.32	0.35	0.18	0.30	0.28	0.30	0.32	0.59	1.00	0.34	0.24	0.28	0.42	0.30	0.30	0.54
COST	0.53	0.24	0.30	0.25	0.23	0.58	0.24	0.29	0.35	0.34	1.00	0.40	0.36	0.48	0.41	0.45	0.62
AMZN	0.67	0.04	0.16	0.45	0.19	0.23	0.27	0.30	0.21	0.24	0.40	1.00	0.66	0.38	0.58	0.67	0.69
GOOGL	0.70	0.09	0.18	0.41	0.25	0.21	0.29	0.34	0.24	0.28	0.36	0.66	1.00	0.36	0.59	0.67	0.69
HD	0.60	0.27	0.31	0.24	0.31	0.39	0.32	0.41	0.40	0.42	0.48	0.38	0.36	1.00	0.41	0.41	0.64
AAPL	0.70	0.14	0.22	0.35	0.26	0.25	0.29	0.34	0.29	0.30	0.41	0.58	0.59	0.41	1.00	0.62	0.69
MSFT	0.75	0.13	0.21	0.43	0.23	0.27	0.27	0.35	0.29	0.30	0.45	0.67	0.67	0.41	0.62	1.00	0.72
Portfolio	0.89	0.32	0.41	0.56	0.47	0.47	0.49	0.56	0.51	0.54	0.62	0.69	0.69	0.64	0.69	0.72	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2018

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table