-82.8%
LUNG vs SPY
+77.0%
-159.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -16.3% | -0.8% | -15.5% | -15.4% |
| 30D | -19.2% | -1.1% | -18.2% | -18.1% |
| 3M | +30.3% | +3.9% | +26.4% | +25.1% |
| 6M | +3.1% | +13.6% | -10.5% | -9.5% |
| YTD | -16.3% | +12.7% | -29.0% | -26.1% |
| 1Y | +9.5% | +17.5% | -8.0% | -6.4% |
| 3Y | -82.8% | +76.9% | -159.7% | -91.6% |
| All | -82.8% | +77.0% | -159.8% | -91.6% |
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