-88.3%
LVO vs SPY
+81.0%
-169.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.7% |
| 7D | +18.4% | -0.4% | +18.7% | +18.9% |
| 30D | -10.3% | -1.4% | -8.9% | -8.5% |
| 3M | -36.0% | +3.7% | -39.7% | -39.3% |
| 6M | -23.8% | +13.0% | -36.8% | -35.9% |
| YTD | -16.7% | +12.4% | -29.1% | -28.9% |
| 1Y | -20.3% | +18.5% | -38.8% | -36.4% |
| 3Y | -73.3% | +77.6% | -150.9% | -87.7% |
| 5Y | -88.3% | +81.7% | -170.0% | -94.5% |
| All | -88.3% | +81.0% | -169.3% | -94.5% |
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 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