+7.4%
LGOV vs SPY
+226.1%
-218.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.0% | +0.1% | -1.1% | -1.0% |
| 3M | -1.5% | +2.0% | -3.4% | -1.4% |
| 6M | -4.1% | +13.0% | -17.1% | -3.8% |
| YTD | -2.0% | +13.5% | -15.6% | -1.7% |
| 1Y | +0.3% | +20.0% | -19.6% | +0.8% |
| 3Y | +10.0% | +77.2% | -67.2% | +12.1% |
| 5Y | -11.9% | +81.9% | -93.7% | -10.1% |
| All | +7.4% | +226.1% | -218.7% | +15.9% |
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