-96.2%
LU vs SPY
+147.7%
-243.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.1% | -8.1% |
| 7D | -11.6% | -0.6% | -11.1% | -11.7% |
| 30D | -26.4% | -3.7% | -22.7% | -23.9% |
| 3M | -56.6% | -2.7% | -53.8% | -55.7% |
| 6M | -63.0% | +2.2% | -65.2% | -64.5% |
| YTD | -71.8% | +10.8% | -82.7% | -75.3% |
| 1Y | -75.1% | +11.2% | -86.3% | -78.2% |
| 3Y | -60.1% | +76.5% | -136.6% | -79.9% |
| 5Y | -93.1% | +72.9% | -166.1% | -96.4% |
| All | -96.2% | +147.7% | -243.9% | -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