+184.6%
LFUS vs SPY
+308.5%
-123.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +13.8% | +3.3% | +10.6% | +9.4% |
| 30D | -4.4% | -2.7% | -1.8% | -0.5% |
| 3M | -13.4% | -1.7% | -11.7% | -10.9% |
| 6M | -12.8% | +3.1% | -15.8% | -15.2% |
| YTD | +57.7% | +11.9% | +45.8% | +38.7% |
| 1Y | +62.5% | +12.0% | +50.5% | +43.0% |
| 3Y | +80.1% | +78.2% | +1.9% | -8.8% |
| 5Y | +26.3% | +73.2% | -46.9% | -33.3% |
| All | +184.6% | +308.5% | -123.9% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling