-51.8%
LFT vs SPY
+76.5%
-128.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -2.9% | -0.4% | -2.6% | -2.7% |
| 30D | +1.0% | -1.4% | +2.4% | +1.9% |
| 3M | -29.3% | +3.7% | -33.0% | -30.7% |
| 6M | -45.6% | +13.0% | -58.6% | -49.1% |
| YTD | -47.2% | +12.4% | -59.6% | -50.4% |
| 1Y | -66.6% | +18.5% | -85.1% | -69.3% |
| All | -51.8% | +76.5% | -128.3% | -61.0% |
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