-99.6%
LVO vs SPY
+264.8%
-364.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.7% |
| 7D | -9.8% | +0.1% | -9.9% | -10.0% |
| 30D | -15.9% | +0.1% | -16.0% | -15.8% |
| 3M | -45.9% | +2.0% | -47.9% | -47.1% |
| 6M | -33.8% | +13.0% | -46.8% | -42.4% |
| YTD | -26.1% | +13.5% | -39.6% | -35.7% |
| 1Y | -22.1% | +20.0% | -42.1% | -36.1% |
| 3Y | -81.4% | +77.2% | -158.6% | -89.9% |
| 5Y | -89.4% | +81.9% | -171.3% | -94.3% |
| All | -99.6% | +264.8% | -364.4% | -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