-87.8%
LVWR vs SPY
+14.6%
-102.4%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.6% | -5.1% |
| 7D | -63.5% | -0.7% | -62.8% | -62.8% |
| 30D | -60.3% | -1.0% | -59.2% | -59.4% |
| 3M | -58.9% | -0.3% | -58.5% | -58.2% |
| 6M | -65.0% | +7.3% | -72.4% | -68.7% |
| YTD | -86.8% | +13.3% | -100.1% | -89.6% |
| 1Y | -87.8% | +14.8% | -102.6% | -90.7% |
| All | -87.8% | +14.6% | -102.4% | -90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling