-74.4%
LOVE vs SPY
+81.0%
-155.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.6% |
| 7D | -1.2% | -0.4% | -0.8% | -0.6% |
| 30D | -7.3% | -1.4% | -6.0% | -5.1% |
| 3M | -3.3% | +3.7% | -7.0% | -9.7% |
| 6M | +42.1% | +13.0% | +29.1% | +13.2% |
| YTD | +8.7% | +12.4% | -3.7% | -12.2% |
| 1Y | -16.9% | +18.5% | -35.5% | -39.5% |
| 3Y | -28.0% | +77.6% | -105.6% | -75.4% |
| 5Y | -74.4% | +81.7% | -156.1% | -90.3% |
| All | -74.4% | +81.0% | -155.4% | -90.3% |
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