+58.9%
LFSC vs SPY
+20.1%
+38.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | +18.1% | +2.0% | +16.1% | +15.3% |
| 6M | +28.9% | +13.0% | +15.9% | +9.2% |
| YTD | +26.0% | +13.5% | +12.5% | +5.7% |
| All | +58.9% | +20.1% | +38.9% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling