-73.4%
LUXE vs SPY
+80.9%
-154.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.2% |
| 7D | -3.9% | -0.4% | -3.6% | -3.5% |
| 30D | -9.9% | -1.4% | -8.5% | -8.3% |
| 3M | +1.0% | +3.7% | -2.7% | -3.5% |
| 6M | -16.6% | +13.0% | -29.6% | -28.1% |
| YTD | -12.6% | +12.4% | -25.0% | -24.2% |
| 1Y | -23.4% | +18.5% | -41.9% | -37.5% |
| 3Y | +112.8% | +77.6% | +35.2% | +2.7% |
| All | -73.4% | +80.9% | -154.3% | -87.2% |
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