-95.3%
LUNG vs SPY
+144.8%
-240.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.2% |
| 7D | -16.3% | -0.8% | -15.5% | -15.3% |
| 30D | -19.2% | -1.1% | -18.2% | -17.9% |
| 3M | +30.3% | +3.9% | +26.4% | +24.1% |
| 6M | +3.1% | +13.6% | -10.5% | -12.4% |
| YTD | -16.3% | +12.7% | -29.0% | -28.4% |
| 1Y | +9.5% | +17.5% | -8.0% | -10.5% |
| 3Y | -82.8% | +76.9% | -159.7% | -92.4% |
| 5Y | -95.2% | +83.6% | -178.8% | -98.0% |
| All | -95.3% | +144.8% | -240.1% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling