+4.5%
LGOV vs SPY
+220.2%
-215.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.4% | +2.6% | -5.0% | -2.3% |
| 30D | +1.1% | -2.0% | +3.1% | +1.1% |
| 3M | -3.5% | -2.8% | -0.7% | -3.5% |
| 6M | -4.1% | +2.1% | -6.2% | -4.0% |
| YTD | -4.7% | +11.5% | -16.2% | -4.5% |
| 1Y | -4.5% | +13.5% | -18.0% | -4.2% |
| 3Y | +12.5% | +77.7% | -65.2% | +14.8% |
| 5Y | -13.7% | +72.6% | -86.3% | -12.3% |
| All | +4.5% | +220.2% | -215.7% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling