-64.1%
LUCK vs SPY
+78.1%
-142.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +11.0% |
| 7D | -9.2% | +2.6% | -11.8% | -12.0% |
| 30D | -32.9% | -2.0% | -30.9% | -30.9% |
| 3M | -48.9% | -2.8% | -46.1% | -47.0% |
| 6M | -55.2% | +2.1% | -57.3% | -56.2% |
| YTD | -58.3% | +11.5% | -69.8% | -63.0% |
| 1Y | -57.7% | +13.5% | -71.1% | -63.1% |
| 3Y | -64.1% | +77.7% | -141.8% | -85.0% |
| All | -64.1% | +78.1% | -142.1% | -85.0% |
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 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