-95.9%
LUCD vs SPY
+71.5%
-167.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +2.9% |
| 7D | +3.0% | +0.1% | +2.9% | +3.5% |
| 30D | -34.5% | -3.3% | -31.2% | -32.2% |
| 3M | -56.8% | -2.4% | -54.4% | -55.7% |
| 6M | -59.4% | +2.6% | -62.0% | -60.0% |
| YTD | -61.7% | +11.2% | -72.9% | -64.6% |
| 1Y | -61.3% | +13.4% | -74.7% | -64.8% |
| 3Y | -64.0% | +79.9% | -143.9% | -78.0% |
| 5Y | -95.9% | +72.2% | -168.1% | -97.2% |
| All | -95.9% | +71.5% | -167.3% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling