+371.7%
LGLV vs SPY
+530.8%
-159.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +2.1% | +2.6% | -0.5% | +0.1% |
| 30D | +7.1% | -2.0% | +9.1% | +8.5% |
| 3M | +2.8% | -2.8% | +5.5% | +4.7% |
| 6M | +10.2% | +2.1% | +8.0% | +7.8% |
| YTD | +11.9% | +11.5% | +0.4% | +2.1% |
| 1Y | +12.9% | +13.5% | -0.6% | +1.6% |
| 3Y | +50.8% | +77.7% | -26.9% | -6.6% |
| 5Y | +47.8% | +72.6% | -24.8% | -7.2% |
| 10Y | +210.4% | +308.2% | -97.8% | -2.0% |
| All | +371.7% | +530.8% | -159.1% | +9.1% |
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