-95.4%
LU vs SPY
+142.1%
-237.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +6.3% |
| 7D | +8.8% | -4.7% | +13.6% | +14.4% |
| 30D | -14.6% | -5.9% | -8.6% | -8.8% |
| 3M | -42.5% | -4.5% | -37.9% | -39.8% |
| 6M | -56.6% | +1.8% | -58.4% | -58.0% |
| YTD | -66.3% | +8.3% | -74.6% | -69.6% |
| 1Y | -69.7% | +9.3% | -79.1% | -73.0% |
| 3Y | -56.2% | +74.9% | -131.0% | -77.6% |
| 5Y | -90.5% | +67.3% | -157.7% | -94.9% |
| All | -95.4% | +142.1% | -237.5% | -98.4% |
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