-40.5%
LFS vs SPY
+12.5%
-53.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -10.2% | -0.6% | -9.6% | -9.6% |
| 30D | -16.3% | -3.7% | -12.6% | -13.5% |
| 3M | -22.6% | -2.7% | -19.8% | -20.5% |
| 6M | -14.4% | +2.2% | -16.5% | -14.8% |
| YTD | -33.2% | +10.8% | -44.0% | -32.5% |
| 1Y | +10.1% | +11.2% | -1.1% | +32.8% |
| All | -40.5% | +12.5% | -53.1% | -20.8% |
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