+235.8%
LOUP vs SPY
+206.4%
+29.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.8% |
| 7D | -2.4% | -2.0% | -0.4% | +0.3% |
| 30D | -10.2% | -1.7% | -8.6% | -8.0% |
| 3M | -4.7% | +4.7% | -9.4% | -10.2% |
| 6M | +16.2% | +12.5% | +3.7% | +0.1% |
| YTD | +11.9% | +11.7% | +0.1% | -2.5% |
| 1Y | +20.8% | +17.5% | +3.3% | -1.2% |
| 3Y | +131.0% | +76.6% | +54.4% | +15.1% |
| 5Y | +59.0% | +82.0% | -23.0% | -21.3% |
| All | +235.8% | +206.4% | +29.5% | -2.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling