-4.7%
LFVN vs SPY
+82.3%
-87.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.8% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | -4.5% | -1.1% | -3.4% | -3.8% |
| 3M | -34.5% | +3.9% | -38.3% | -36.7% |
| 6M | +18.5% | +13.6% | +4.9% | +6.9% |
| YTD | +2.6% | +12.7% | -10.1% | -6.5% |
| 1Y | -45.7% | +17.5% | -63.2% | -52.1% |
| 3Y | -10.5% | +76.9% | -87.4% | -40.7% |
| All | -4.7% | +82.3% | -87.0% | -39.2% |
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