-97.3%
LGVN vs SPY
+75.5%
-172.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.5% |
| 7D | +0.9% | -2.0% | +2.9% | +3.0% |
| 30D | -4.0% | -1.7% | -2.4% | -2.6% |
| 3M | -13.8% | +4.7% | -18.5% | -18.0% |
| 6M | -25.5% | +12.5% | -38.0% | -34.2% |
| YTD | +31.2% | +11.7% | +19.5% | +16.7% |
| 1Y | -17.0% | +17.5% | -34.5% | -29.8% |
| All | -97.3% | +75.5% | -172.8% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling