-75.2%
LFVN vs SPY
+2,922.9%
-2,998.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +1.8% | +0.5% | +1.2% | +1.6% |
| 30D | -5.5% | -0.9% | -4.5% | -5.2% |
| 3M | -40.3% | +3.9% | -44.2% | -41.2% |
| 6M | +31.8% | +14.5% | +17.3% | +25.6% |
| YTD | +5.4% | +12.9% | -7.5% | +1.1% |
| 1Y | -42.9% | +19.4% | -62.2% | -46.2% |
| 3Y | +3.4% | +78.5% | -75.1% | -14.2% |
| 5Y | -1.9% | +81.8% | -83.6% | -19.1% |
| 10Y | -40.5% | +311.5% | -352.0% | -58.7% |
| All | -75.2% | +2,922.9% | -2,998.0% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling