-67.8%
LFCR vs SPY
+322.5%
-390.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | -6.4% | -0.8% | -5.6% | -5.7% |
| 30D | -13.6% | -1.1% | -12.6% | -12.9% |
| 3M | -27.1% | +3.9% | -30.9% | -29.5% |
| 6M | -39.5% | +13.6% | -53.1% | -45.7% |
| YTD | -49.6% | +12.7% | -62.3% | -54.5% |
| 1Y | -47.0% | +17.5% | -64.5% | -53.7% |
| 3Y | -44.8% | +76.9% | -121.8% | -63.5% |
| 5Y | -61.1% | +83.6% | -144.7% | -74.9% |
| All | -67.8% | +322.5% | -390.2% | -89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling