+62.2%
LFUS vs SPY
+12.1%
+50.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.6% |
| 7D | +9.0% | +2.6% | +6.4% | +4.2% |
| 30D | -3.4% | -2.0% | -1.4% | +0.8% |
| 3M | -13.7% | -2.8% | -10.9% | -8.6% |
| 6M | -19.1% | +2.1% | -21.3% | -21.3% |
| YTD | +54.2% | +11.5% | +42.7% | +28.4% |
| 1Y | +62.2% | +13.5% | +48.8% | +31.1% |
| All | +62.2% | +12.1% | +50.2% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling