+185.3%
LFST vs SPY
+14.6%
+170.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.3% |
| 7D | +6.1% | -0.7% | +6.8% | +6.5% |
| 30D | +16.3% | -1.0% | +17.3% | +16.9% |
| 3M | +38.5% | -0.3% | +38.8% | +38.8% |
| 6M | +95.5% | +7.3% | +88.1% | +86.7% |
| YTD | +101.8% | +13.3% | +88.5% | +85.4% |
| 1Y | +185.3% | +14.8% | +170.6% | +166.3% |
| All | +185.3% | +14.6% | +170.7% | +166.3% |
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