-39.0%
LUCK vs SPY
+97.0%
-136.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -10.4% | -2.0% | -8.4% | -8.6% |
| 30D | -15.0% | -1.7% | -13.3% | -13.6% |
| 3M | -36.7% | +4.7% | -41.4% | -39.6% |
| 6M | -33.7% | +12.5% | -46.3% | -40.9% |
| YTD | -33.0% | +11.7% | -44.8% | -39.7% |
| 1Y | -40.4% | +17.5% | -57.9% | -48.8% |
| 3Y | -41.5% | +76.6% | -118.1% | -64.6% |
| 5Y | -40.4% | +82.0% | -122.5% | -67.1% |
| All | -39.0% | +97.0% | -136.0% | -66.5% |
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