-36.5%
LOVE vs SPY
+214.9%
-251.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -2.9% |
| 7D | -7.9% | +3.3% | -11.2% | -12.4% |
| 30D | +4.5% | -2.7% | +7.1% | +8.7% |
| 3M | -11.9% | -1.7% | -10.2% | -9.8% |
| 6M | -3.8% | +3.1% | -6.9% | -9.0% |
| YTD | +3.3% | +11.9% | -8.6% | -14.3% |
| 1Y | +12.2% | +12.0% | +0.2% | -6.9% |
| 3Y | -8.9% | +78.2% | -87.0% | -63.2% |
| 5Y | -81.9% | +73.2% | -155.1% | -91.8% |
| All | -36.5% | +214.9% | -251.4% | -82.7% |
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 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