+30.3%
LVDS vs SPY
+24.3%
+6.0%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | -1.5% | -0.9% | -0.5% | -0.9% |
| 3M | +7.8% | +3.9% | +3.9% | +5.0% |
| 6M | +17.7% | +14.5% | +3.2% | +7.1% |
| YTD | +21.5% | +12.9% | +8.6% | +11.6% |
| 1Y | +27.7% | +19.4% | +8.4% | +12.6% |
| All | +30.3% | +24.3% | +6.0% | +11.5% |
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 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