-99.0%
LGVN vs SPY
+111.1%
-210.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +9.4% |
| 7D | +7.6% | -0.8% | +8.4% | +8.7% |
| 30D | -1.9% | -1.1% | -0.8% | -0.9% |
| 3M | -4.9% | +3.9% | -8.8% | -9.2% |
| 6M | -9.8% | +13.6% | -23.4% | -22.5% |
| YTD | +44.9% | +12.7% | +32.2% | +25.7% |
| 1Y | -7.8% | +17.5% | -25.3% | -23.8% |
| 3Y | -97.0% | +76.9% | -173.9% | -98.5% |
| 5Y | -98.0% | +83.6% | -181.6% | -99.1% |
| All | -99.0% | +111.1% | -210.1% | -99.6% |
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