-40.5%
LFS vs SPY
+14.0%
-54.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.0% |
| 7D | -8.9% | -0.9% | -8.0% | -8.0% |
| 30D | -15.9% | -2.4% | -13.6% | -14.0% |
| 3M | -18.5% | -1.2% | -17.4% | -17.3% |
| 6M | -13.1% | +3.3% | -16.4% | -14.4% |
| YTD | -33.2% | +12.3% | -45.5% | -33.2% |
| 1Y | -83.7% | +12.4% | -96.2% | -80.6% |
| All | -40.5% | +14.0% | -54.5% | -21.6% |
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