-41.6%
LUCK vs SPY
+77.4%
-119.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.1% |
| 7D | -3.8% | +0.5% | -4.4% | -4.4% |
| 30D | -12.2% | -0.9% | -11.2% | -11.3% |
| 3M | -28.1% | +3.9% | -32.0% | -31.5% |
| 6M | -30.8% | +14.5% | -45.4% | -41.0% |
| YTD | -29.8% | +12.9% | -42.7% | -38.8% |
| 1Y | -40.3% | +19.4% | -59.7% | -51.2% |
| All | -41.6% | +77.4% | -119.0% | -69.4% |
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