-89.6%
LANV vs SPY
+108.2%
-197.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -7.3% | -1.4% | -5.9% | -7.1% |
| 3M | -21.5% | +3.7% | -25.2% | -22.0% |
| 6M | -40.4% | +13.0% | -53.4% | -41.4% |
| YTD | -49.3% | +12.4% | -61.6% | -50.2% |
| 1Y | -54.7% | +18.5% | -73.2% | -55.9% |
| 3Y | -77.0% | +77.6% | -154.7% | -79.1% |
| 5Y | -89.5% | +81.7% | -171.1% | -90.4% |
| All | -89.6% | +108.2% | -197.9% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling