+525.1%
LRCU vs SPY
+20.4%
+504.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +12.2% |
| 7D | +21.4% | +0.5% | +20.9% | +16.2% |
| 30D | +2.5% | -0.9% | +3.5% | +8.7% |
| 3M | -18.7% | +3.9% | -22.6% | -30.7% |
| 6M | +91.3% | +14.5% | +76.8% | +1.8% |
| YTD | +138.0% | +12.9% | +125.1% | +44.8% |
| 1Y | +477.2% | +19.4% | +457.8% | +176.1% |
| All | +525.1% | +20.4% | +504.7% | +178.8% |
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