+20.1%
LOUP vs SPY
+71.5%
-51.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +1.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -22.7% | -3.3% | -19.4% | -17.8% |
| 3M | -24.5% | -2.4% | -22.1% | -20.8% |
| 6M | -18.9% | +2.6% | -21.5% | -21.1% |
| YTD | -7.7% | +11.2% | -18.9% | -20.6% |
| 1Y | -10.6% | +13.4% | -24.0% | -25.3% |
| 3Y | +92.0% | +79.9% | +12.1% | -19.1% |
| 5Y | +20.1% | +72.2% | -52.0% | -44.2% |
| All | +20.1% | +71.5% | -51.3% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling