-94.7%
LUNG vs SPY
+145.3%
-240.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.3% | -5.1% |
| 7D | -7.1% | +0.5% | -7.7% | -7.8% |
| 30D | +2.0% | -0.9% | +2.9% | +3.3% |
| 3M | +39.6% | +3.9% | +35.7% | +32.9% |
| 6M | +3.0% | +14.5% | -11.6% | -13.6% |
| YTD | -5.9% | +12.9% | -18.8% | -19.8% |
| 1Y | +22.4% | +19.4% | +3.0% | -2.1% |
| 3Y | -80.0% | +78.5% | -158.5% | -91.3% |
| 5Y | -95.0% | +81.8% | -176.7% | -97.8% |
| All | -94.7% | +145.3% | -240.0% | -98.3% |
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