-32.7%
LFCR vs SPY
+72.1%
-104.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.9% | +2.6% | -1.7% | -1.8% |
| 30D | 0.0% | -2.0% | +2.0% | +1.8% |
| 3M | +35.7% | -2.8% | +38.5% | +39.0% |
| 6M | +42.7% | +2.1% | +40.5% | +37.8% |
| YTD | -21.5% | +11.5% | -33.0% | -31.6% |
| 1Y | -18.6% | +13.5% | -32.1% | -30.6% |
| 3Y | -10.1% | +77.7% | -87.8% | -49.4% |
| All | -32.7% | +72.1% | -104.8% | -63.5% |
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 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