+241.5%
LOUP vs SPY
+208.2%
+33.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +1.3% | -0.4% | +1.7% | +1.9% |
| 30D | -7.7% | -1.4% | -6.4% | -5.9% |
| 3M | -5.4% | +3.7% | -9.1% | -9.6% |
| 6M | +16.9% | +13.0% | +3.9% | +0.1% |
| YTD | +13.7% | +12.4% | +1.3% | -1.7% |
| 1Y | +24.8% | +18.5% | +6.3% | +0.9% |
| 3Y | +134.9% | +77.6% | +57.3% | +16.0% |
| 5Y | +63.6% | +81.7% | -18.1% | -18.9% |
| All | +241.5% | +208.2% | +33.3% | -2.1% |
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