-40.6%
LOVE vs SPY
+214.4%
-254.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -10.1% |
| 7D | -10.6% | -2.0% | -8.6% | -7.7% |
| 30D | -19.0% | -1.7% | -17.3% | -16.7% |
| 3M | -13.5% | +4.7% | -18.2% | -19.7% |
| 6M | +28.6% | +12.5% | +16.1% | +6.1% |
| YTD | -3.3% | +11.7% | -15.0% | -19.1% |
| 1Y | -31.3% | +17.5% | -48.8% | -47.1% |
| 3Y | -36.0% | +76.6% | -112.5% | -73.5% |
| 5Y | -78.9% | +82.0% | -160.9% | -91.0% |
| All | -40.6% | +214.4% | -254.9% | -83.7% |
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