-95.8%
LU vs SPY
+148.6%
-244.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | +2.4% | -18.0% | -18.2% |
| 7D | -5.5% | +0.1% | -5.6% | -6.3% |
| 30D | -19.6% | -3.3% | -16.3% | -17.1% |
| 3M | -47.5% | -2.4% | -45.0% | -46.6% |
| 6M | -59.6% | +2.6% | -62.1% | -61.3% |
| YTD | -69.2% | +11.2% | -80.5% | -73.1% |
| 1Y | -72.2% | +13.4% | -85.5% | -76.2% |
| 3Y | -57.3% | +79.9% | -137.2% | -78.9% |
| 5Y | -91.6% | +72.2% | -163.8% | -95.6% |
| All | -95.8% | +148.6% | -244.4% | -98.6% |
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