+178.4%
LOUP vs SPY
+206.8%
-28.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.3% |
| 7D | +8.6% | +3.3% | +5.3% | +4.0% |
| 30D | -19.4% | -2.7% | -16.7% | -15.8% |
| 3M | -26.3% | -1.7% | -24.5% | -23.9% |
| 6M | -18.2% | +3.1% | -21.3% | -20.4% |
| YTD | -7.3% | +11.9% | -19.2% | -18.8% |
| 1Y | -11.3% | +12.0% | -23.2% | -22.2% |
| 3Y | +88.2% | +78.2% | +10.0% | -6.9% |
| 5Y | +21.1% | +73.2% | -52.1% | -36.2% |
| All | +178.4% | +206.8% | -28.5% | -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 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