-62.0%
LUCK vs SPY
+96.6%
-158.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +10.9% | +10.9% |
| 7D | -9.2% | +2.6% | -11.8% | -11.6% |
| 30D | -32.9% | -2.0% | -30.9% | -31.2% |
| 3M | -48.9% | -2.8% | -46.1% | -47.3% |
| 6M | -55.2% | +2.1% | -57.3% | -56.0% |
| YTD | -58.3% | +11.5% | -69.8% | -62.2% |
| 1Y | -57.7% | +13.5% | -71.1% | -62.2% |
| 3Y | -64.1% | +77.7% | -141.8% | -78.2% |
| 5Y | -63.1% | +72.6% | -135.7% | -79.5% |
| All | -62.0% | +96.6% | -158.6% | -79.0% |
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 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