-86.9%
LVO vs SPY
+74.0%
-160.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +5.2% |
| 7D | +25.4% | +3.3% | +22.1% | +20.0% |
| 30D | +13.7% | -2.7% | +16.4% | +19.2% |
| 3M | -27.8% | -1.7% | -26.0% | -25.0% |
| 6M | -42.5% | +3.1% | -45.6% | -44.2% |
| YTD | -38.3% | +11.9% | -50.2% | -46.3% |
| 1Y | -42.8% | +12.0% | -54.8% | -50.1% |
| 3Y | -74.0% | +78.2% | -152.2% | -87.9% |
| 5Y | -86.9% | +73.2% | -160.1% | -93.2% |
| All | -86.9% | +74.0% | -160.9% | -93.2% |
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