+173.2%
LOUP price history and return analytics
+145.5%
+27.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | -5.5% | -0.1% | -5.3% | -5.2% |
| 30D | -23.8% | -3.1% | -20.7% | -19.8% |
| 3M | -26.2% | -3.5% | -22.7% | -21.6% |
| 6M | -20.1% | +0.5% | -20.5% | -19.5% |
| YTD | -9.0% | +10.8% | -19.8% | -20.0% |
| 1Y | -14.8% | +11.9% | -26.7% | -26.1% |
| 3Y | +84.7% | +73.0% | +11.7% | -10.0% |
| 5Y | +22.9% | +58.6% | -35.8% | -30.6% |
| All | +173.2% | +145.5% | +27.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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