+114.7%
LUXE vs SPY
+76.5%
+38.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.3% |
| 7D | -3.9% | -0.4% | -3.6% | -3.6% |
| 30D | -9.9% | -1.4% | -8.5% | -8.6% |
| 3M | +1.0% | +3.7% | -2.7% | -2.7% |
| 6M | -16.6% | +13.0% | -29.6% | -26.2% |
| YTD | -12.6% | +12.4% | -25.0% | -22.3% |
| 1Y | -23.4% | +18.5% | -41.9% | -35.0% |
| All | +114.7% | +76.5% | +38.2% | +54.8% |
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