-31.1%
LUCD vs SPY
+21.3%
-52.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -5.0% | -5.3% |
| 7D | -3.4% | +0.3% | -3.6% | -3.7% |
| 30D | -0.8% | +0.2% | -1.1% | -1.2% |
| 3M | -5.4% | +2.8% | -8.1% | -8.1% |
| 6M | -34.4% | +14.3% | -48.7% | -43.4% |
| YTD | -12.8% | +14.0% | -26.7% | -25.1% |
| All | -31.1% | +21.3% | -52.4% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling