-69.1%
LUCD vs SPY
+75.1%
-144.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +1.8% |
| 7D | -1.7% | -2.7% | +1.0% | +1.0% |
| 30D | -36.2% | -5.4% | -30.8% | -33.0% |
| 3M | -58.2% | -4.1% | -54.1% | -56.6% |
| 6M | -63.1% | +0.7% | -63.9% | -62.9% |
| YTD | -63.5% | +8.7% | -72.2% | -65.1% |
| 1Y | -62.8% | +10.9% | -73.7% | -64.9% |
| 3Y | -69.1% | +75.0% | -144.1% | -80.3% |
| All | -69.1% | +75.1% | -144.2% | -80.3% |
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