-68.0%
LFT vs SPY
+523.5%
-591.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +10.8% | +0.1% | +10.7% | +10.8% |
| 3M | -29.2% | +2.0% | -31.2% | -30.0% |
| 6M | -43.5% | +13.0% | -56.5% | -47.3% |
| YTD | -45.1% | +13.5% | -58.6% | -48.9% |
| 1Y | -65.1% | +20.0% | -85.1% | -68.5% |
| 3Y | -50.1% | +77.2% | -127.3% | -64.2% |
| 5Y | -68.0% | +81.9% | -149.9% | -77.7% |
| 10Y | -51.3% | +314.1% | -365.4% | -80.1% |
| All | -68.0% | +523.5% | -591.6% | -89.4% |
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