-69.6%
LFT vs SPY
+82.3%
-151.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.9% |
| 7D | -7.5% | -0.8% | -6.7% | -7.1% |
| 30D | -4.9% | -1.1% | -3.8% | -4.3% |
| 3M | -35.1% | +3.9% | -39.0% | -36.4% |
| 6M | -47.7% | +13.6% | -61.3% | -50.8% |
| YTD | -49.2% | +12.7% | -61.9% | -52.0% |
| 1Y | -67.9% | +17.5% | -85.4% | -70.2% |
| 3Y | -53.6% | +76.9% | -130.5% | -64.0% |
| All | -69.6% | +82.3% | -151.8% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling