+13.2%
LDSF vs SPY
+74.6%
-61.4%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +0.9% | -2.4% | +3.3% | +1.0% |
| 3M | -0.3% | -1.2% | +0.8% | -0.3% |
| 6M | +0.2% | +3.3% | -3.1% | -0.1% |
| YTD | +0.9% | +12.3% | -11.4% | +0.1% |
| 1Y | +1.6% | +12.4% | -10.9% | +0.8% |
| 3Y | +16.4% | +78.8% | -62.5% | +11.8% |
| 5Y | +13.2% | +75.2% | -61.9% | +8.1% |
| All | +13.2% | +74.6% | -61.4% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling