-38.3%
LFS vs SPY
+10.0%
-48.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -1.0% | -1.7% |
| 7D | -8.6% | -4.7% | -3.8% | -4.7% |
| 30D | -17.6% | -5.9% | -11.7% | -13.1% |
| 3M | -17.2% | -4.5% | -12.7% | -13.6% |
| 6M | -9.9% | +1.8% | -11.6% | -9.0% |
| YTD | -30.7% | +8.3% | -39.0% | -28.6% |
| 1Y | -22.7% | +9.3% | -32.1% | -4.2% |
| All | -38.3% | +10.0% | -48.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling