+86.3%
LFSC vs SPY
+35.1%
+51.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.1% |
| 7D | +1.6% | -0.9% | +2.5% | +2.6% |
| 30D | +10.3% | -2.4% | +12.7% | +13.3% |
| 3M | -0.9% | -1.2% | +0.3% | +0.4% |
| 6M | +20.7% | +3.3% | +17.4% | +16.7% |
| YTD | +26.7% | +12.3% | +14.4% | +12.3% |
| 1Y | +33.8% | +12.4% | +21.4% | +18.6% |
| All | +86.3% | +35.1% | +51.3% | +40.2% |
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