-96.7%
LUCD vs SPY
+78.5%
-175.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.4% | -8.0% | -8.5% |
| 7D | -9.7% | -4.7% | -5.0% | -5.4% |
| 30D | -35.0% | -5.9% | -29.1% | -31.2% |
| 3M | -61.0% | -4.5% | -56.5% | -59.2% |
| 6M | -64.2% | +1.8% | -66.0% | -64.5% |
| YTD | -64.2% | +8.3% | -72.6% | -66.2% |
| 1Y | -64.2% | +9.3% | -73.6% | -66.5% |
| 3Y | -69.8% | +74.9% | -144.6% | -81.1% |
| 5Y | -95.9% | +67.3% | -163.2% | -97.1% |
| All | -96.7% | +78.5% | -175.2% | -97.9% |
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