-94.2%
LVLU vs SPY
+75.6%
-169.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.7% |
| 7D | -6.6% | +0.5% | -7.1% | -7.0% |
| 30D | -38.0% | -0.9% | -37.1% | -37.4% |
| 3M | +36.4% | +3.9% | +32.5% | +31.8% |
| 6M | -12.6% | +14.5% | -27.1% | -22.8% |
| YTD | +116.9% | +12.9% | +103.9% | +92.8% |
| 1Y | +175.4% | +19.4% | +156.1% | +133.1% |
| 3Y | -63.8% | +78.5% | -142.3% | -80.5% |
| All | -94.2% | +75.6% | -169.8% | -96.9% |
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