-88.2%
LVWR vs SPY
+128.9%
-217.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.9% | -6.8% |
| 7D | -5.0% | -0.4% | -4.6% | -4.7% |
| 30D | +0.9% | -1.4% | +2.3% | +2.5% |
| 3M | -0.9% | +3.7% | -4.6% | -6.9% |
| 6M | -31.7% | +13.0% | -44.7% | -41.6% |
| YTD | -74.2% | +12.4% | -86.6% | -77.7% |
| 1Y | -74.1% | +18.5% | -92.7% | -78.9% |
| 3Y | -89.1% | +77.6% | -166.8% | -93.1% |
| 5Y | -88.3% | +81.7% | -170.0% | -93.0% |
| All | -88.2% | +128.9% | -217.1% | -93.3% |
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