-61.6%
LUCK vs SPY
+11.8%
-73.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.6% |
| 7D | -16.8% | +3.3% | -20.1% | -20.4% |
| 30D | -39.5% | -2.7% | -36.8% | -37.0% |
| 3M | -54.1% | -1.7% | -52.4% | -52.8% |
| 6M | -61.1% | +3.1% | -64.2% | -62.4% |
| YTD | -62.3% | +11.9% | -74.2% | -67.6% |
| 1Y | -61.6% | +12.0% | -73.6% | -67.0% |
| All | -61.6% | +11.8% | -73.4% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling