+80.4%
LFSC vs SPY
+30.7%
+49.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.5% |
| 7D | +3.0% | -2.7% | +5.7% | +6.1% |
| 30D | +7.3% | -5.4% | +12.7% | +13.9% |
| 3M | -2.9% | -4.1% | +1.2% | +1.5% |
| 6M | +15.0% | +0.7% | +14.3% | +14.3% |
| YTD | +22.6% | +8.7% | +14.0% | +12.5% |
| 1Y | +43.4% | +10.9% | +32.5% | +29.2% |
| All | +80.4% | +30.7% | +49.7% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling