-99.7%
LVO vs SPY
+258.2%
-357.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.5% |
| 7D | +21.2% | +2.6% | +18.6% | +17.8% |
| 30D | +27.5% | -2.0% | +29.4% | +31.5% |
| 3M | -31.1% | -2.8% | -28.3% | -28.0% |
| 6M | -46.3% | +2.1% | -48.4% | -47.0% |
| YTD | -37.1% | +11.5% | -48.6% | -43.6% |
| 1Y | -30.8% | +13.5% | -44.2% | -39.2% |
| 3Y | -72.2% | +77.7% | -149.9% | -85.0% |
| 5Y | -86.6% | +72.6% | -159.2% | -92.3% |
| All | -99.7% | +258.2% | -357.9% | -99.9% |
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