-96.2%
LU vs SPY
+149.2%
-245.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +9.9% | +10.0% |
| 7D | -22.8% | +2.6% | -25.4% | -25.4% |
| 30D | -16.5% | -2.0% | -14.5% | -15.3% |
| 3M | -52.3% | -2.8% | -49.5% | -51.3% |
| 6M | -63.2% | +2.1% | -65.4% | -64.6% |
| YTD | -71.8% | +11.5% | -83.3% | -75.5% |
| 1Y | -73.6% | +13.5% | -87.1% | -77.5% |
| 3Y | -60.5% | +77.7% | -138.2% | -80.2% |
| 5Y | -93.3% | +72.6% | -165.9% | -96.5% |
| All | -96.2% | +149.2% | -245.3% | -98.7% |
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