-0.7%
LUD vs SPY
+28.6%
-29.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +2.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +8.2% | -3.3% | +11.5% | +10.2% |
| 3M | -10.0% | -2.4% | -7.6% | -8.7% |
| 6M | -35.7% | +2.6% | -38.2% | -35.9% |
| YTD | -38.2% | +11.2% | -49.4% | -40.0% |
| 1Y | -43.2% | +13.4% | -56.6% | -44.6% |
| All | -0.7% | +28.6% | -29.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling