-53.4%
LU vs SPY
+75.1%
-128.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.9% | +7.9% |
| 7D | +13.1% | -2.7% | +15.8% | +15.7% |
| 30D | -4.8% | -5.4% | +0.6% | +0.2% |
| 3M | -37.3% | -4.1% | -33.2% | -35.2% |
| 6M | -53.8% | +0.7% | -54.5% | -54.6% |
| YTD | -63.5% | +8.7% | -72.2% | -66.9% |
| 1Y | -66.9% | +10.9% | -77.8% | -70.5% |
| 3Y | -53.4% | +75.0% | -128.4% | -62.5% |
| All | -53.4% | +75.1% | -128.5% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling