+177.0%
LOUP vs SPY
+205.7%
-28.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +5.2% | +2.6% | +2.6% | +1.6% |
| 30D | -15.5% | -2.0% | -13.6% | -12.7% |
| 3M | -27.4% | -2.8% | -24.6% | -23.9% |
| 6M | -18.3% | +2.1% | -20.4% | -19.5% |
| YTD | -7.7% | +11.5% | -19.2% | -18.8% |
| 1Y | -7.4% | +13.5% | -20.9% | -20.3% |
| 3Y | +86.2% | +77.7% | +8.5% | -7.5% |
| 5Y | +20.5% | +72.6% | -52.1% | -36.2% |
| All | +177.0% | +205.7% | -28.7% | -19.1% |
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 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