-60.9%
LFCR vs SPY
+81.0%
-141.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.6% |
| 7D | -13.7% | -0.4% | -13.4% | -13.4% |
| 30D | -12.2% | -1.4% | -10.9% | -10.9% |
| 3M | -27.7% | +3.7% | -31.4% | -30.9% |
| 6M | -41.4% | +13.0% | -54.4% | -49.3% |
| YTD | -50.0% | +12.4% | -62.4% | -56.5% |
| 1Y | -43.7% | +18.5% | -62.2% | -53.8% |
| 3Y | -45.4% | +77.6% | -123.0% | -69.1% |
| 5Y | -60.9% | +81.7% | -142.5% | -79.2% |
| All | -60.9% | +81.0% | -141.9% | -79.2% |
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