+48.5%
LGLV vs SPY
+74.6%
-26.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.5% |
| 7D | -0.3% | -0.9% | +0.6% | +0.2% |
| 30D | +7.7% | -2.4% | +10.1% | +9.0% |
| 3M | +3.2% | -1.2% | +4.4% | +3.7% |
| 6M | +9.9% | +3.3% | +6.6% | +7.4% |
| YTD | +11.8% | +12.3% | -0.5% | +3.6% |
| 1Y | +12.2% | +12.4% | -0.2% | +4.0% |
| 3Y | +50.5% | +78.8% | -28.3% | +1.1% |
| 5Y | +48.5% | +75.2% | -26.6% | -0.3% |
| All | +48.5% | +74.6% | -26.1% | -0.3% |
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