-96.2%
LUCD vs SPY
+83.7%
-179.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.2% |
| 7D | +12.8% | +2.6% | +10.2% | +10.2% |
| 30D | -17.3% | -2.0% | -15.3% | -15.6% |
| 3M | -53.5% | -2.8% | -50.7% | -52.2% |
| 6M | -56.0% | +2.1% | -58.1% | -56.5% |
| YTD | -58.8% | +11.5% | -70.3% | -62.1% |
| 1Y | -58.0% | +13.5% | -71.5% | -61.9% |
| 3Y | -61.3% | +77.7% | -139.0% | -76.1% |
| 5Y | -95.4% | +72.6% | -168.0% | -96.8% |
| All | -96.2% | +83.7% | -179.9% | -97.6% |
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