-92.9%
LANV vs SPY
+71.5%
-164.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | -12.7% | +0.1% | -12.7% | -12.6% |
| 30D | -26.6% | -3.3% | -23.3% | -26.2% |
| 3M | -42.5% | -2.4% | -40.1% | -42.3% |
| 6M | -57.9% | +2.6% | -60.5% | -58.1% |
| YTD | -65.7% | +11.2% | -76.9% | -66.2% |
| 1Y | -64.4% | +13.4% | -77.8% | -65.1% |
| 3Y | -78.2% | +79.9% | -158.1% | -80.2% |
| 5Y | -92.9% | +72.2% | -165.1% | -93.6% |
| All | -92.9% | +71.5% | -164.4% | -93.6% |
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