-99.1%
LGVN vs SPY
+111.6%
-210.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -1.5% | +0.5% | -2.0% | -2.2% |
| 30D | -13.2% | -0.9% | -12.2% | -12.4% |
| 3M | -11.8% | +3.9% | -15.7% | -15.9% |
| 6M | +37.4% | +14.5% | +22.9% | +17.0% |
| YTD | +31.4% | +12.9% | +18.5% | +13.7% |
| 1Y | -21.7% | +19.4% | -41.0% | -36.5% |
| 3Y | -97.2% | +78.5% | -175.7% | -98.6% |
| 5Y | -98.2% | +81.8% | -179.9% | -99.1% |
| All | -99.1% | +111.6% | -210.7% | -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 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