-77.0%
LANV vs SPY
+80.4%
-157.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -19.0% | +0.1% | -19.1% | -19.1% |
| 3M | -32.0% | +2.0% | -34.0% | -32.4% |
| 6M | -36.6% | +13.0% | -49.7% | -38.9% |
| YTD | -49.3% | +13.5% | -62.8% | -51.2% |
| 1Y | -55.5% | +20.0% | -75.4% | -58.2% |
| All | -77.0% | +80.4% | -157.4% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling