-89.3%
LVWR vs SPY
+77.0%
-166.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.8% |
| 7D | -10.9% | -0.8% | -10.2% | -9.5% |
| 30D | +1.8% | -1.1% | +2.8% | +4.0% |
| 3M | -3.4% | +3.9% | -7.3% | -14.0% |
| 6M | -26.9% | +13.6% | -40.5% | -46.4% |
| YTD | -74.2% | +12.7% | -86.9% | -80.7% |
| 1Y | -77.2% | +17.5% | -94.7% | -84.4% |
| 3Y | -89.3% | +76.9% | -166.2% | -95.6% |
| All | -89.3% | +77.0% | -166.3% | -95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling