+67.1%
LFST vs SPY
+77.4%
-10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +22.8% | +0.1% | +22.7% | +22.7% |
| 3M | +66.6% | +2.0% | +64.6% | +63.5% |
| 6M | +73.7% | +13.0% | +60.7% | +55.4% |
| YTD | +80.8% | +13.5% | +67.3% | +61.3% |
| 1Y | +132.7% | +20.0% | +112.8% | +97.2% |
| All | +67.1% | +77.4% | -10.3% | -21.2% |
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