+369.3%
LGLV vs SPY
+533.1%
-163.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +0.7% | +3.3% | -2.6% | -1.7% |
| 30D | +7.1% | -2.7% | +9.8% | +9.1% |
| 3M | +2.6% | -1.7% | +4.4% | +3.7% |
| 6M | +9.1% | +3.1% | +6.0% | +6.0% |
| YTD | +11.3% | +11.9% | -0.6% | +1.3% |
| 1Y | +11.7% | +12.0% | -0.3% | +1.5% |
| 3Y | +49.9% | +78.2% | -28.3% | -7.4% |
| 5Y | +47.1% | +73.2% | -26.2% | -7.9% |
| 10Y | +208.8% | +309.6% | -100.9% | -2.7% |
| All | +369.3% | +533.1% | -163.8% | +8.2% |
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 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