-94.4%
LVLU vs SPY
+73.7%
-168.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.6% | -7.1% | -7.2% |
| 7D | -8.6% | -2.0% | -6.6% | -6.8% |
| 30D | -43.7% | -1.7% | -42.0% | -42.8% |
| 3M | +36.6% | +4.7% | +31.8% | +31.0% |
| 6M | -31.1% | +12.5% | -43.6% | -38.1% |
| YTD | +108.9% | +11.7% | +97.2% | +87.7% |
| 1Y | +164.7% | +17.5% | +147.2% | +127.4% |
| 3Y | -65.1% | +76.6% | -141.7% | -81.1% |
| All | -94.4% | +73.7% | -168.2% | -97.0% |
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