-35.7%
LFS vs SPY
+13.6%
-49.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.5% | +8.4% |
| 7D | +4.2% | +3.3% | +0.9% | +1.4% |
| 30D | -4.8% | -2.7% | -2.1% | -2.4% |
| 3M | -12.7% | -1.7% | -10.9% | -11.0% |
| 6M | -2.9% | +3.1% | -6.0% | -4.1% |
| YTD | -27.8% | +11.9% | -39.7% | -27.6% |
| 1Y | -70.1% | +12.0% | -82.1% | -64.3% |
| All | -35.7% | +13.6% | -49.3% | -15.0% |
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 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