+142.1%
LFST vs SPY
+82.6%
+59.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.0% |
| 7D | +6.1% | -0.7% | +6.8% | +6.8% |
| 30D | +16.3% | -1.0% | +17.3% | +17.3% |
| 3M | +38.5% | -0.3% | +38.8% | +38.9% |
| 6M | +95.5% | +7.3% | +88.1% | +83.9% |
| YTD | +101.8% | +13.3% | +88.5% | +81.6% |
| 1Y | +185.3% | +14.8% | +170.6% | +153.5% |
| All | +142.1% | +82.6% | +59.5% | +12.5% |
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 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