-83.3%
LFT vs SPY
+512.2%
-595.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.4% | -14.5% | -14.7% |
| 7D | -8.5% | +2.6% | -11.1% | -9.8% |
| 30D | -14.9% | -2.0% | -12.9% | -14.0% |
| 3M | -46.1% | -2.8% | -43.4% | -45.3% |
| 6M | -64.6% | +2.1% | -66.7% | -65.1% |
| YTD | -71.2% | +11.5% | -82.7% | -73.0% |
| 1Y | -72.0% | +13.5% | -85.5% | -73.9% |
| 3Y | -72.8% | +77.7% | -150.5% | -80.5% |
| 5Y | -82.9% | +72.6% | -155.5% | -87.7% |
| 10Y | -73.0% | +308.2% | -381.1% | -88.9% |
| All | -83.3% | +512.2% | -595.5% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling