-49.6%
LFCR vs SPY
+1,854.9%
-1,904.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.9% | +2.6% | -1.7% | -1.1% |
| 30D | 0.0% | -2.0% | +2.0% | +1.4% |
| 3M | +35.7% | -2.8% | +38.5% | +38.1% |
| 6M | +42.7% | +2.1% | +40.5% | +39.5% |
| YTD | -21.5% | +11.5% | -33.0% | -28.4% |
| 1Y | -18.6% | +13.5% | -32.1% | -26.9% |
| 3Y | -10.1% | +77.7% | -87.8% | -40.8% |
| 5Y | -32.5% | +72.6% | -105.1% | -54.2% |
| 10Y | -55.4% | +308.2% | -363.6% | -84.6% |
| All | -49.6% | +1,854.9% | -1,904.5% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling