+72.7%
LFUS vs SPY
+78.7%
-6.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.8% |
| 7D | +3.4% | +0.5% | +2.9% | +2.6% |
| 30D | -7.2% | -0.9% | -6.2% | -5.9% |
| 3M | -8.7% | +3.9% | -12.6% | -13.7% |
| 6M | +40.4% | +14.5% | +25.9% | +15.3% |
| YTD | +68.2% | +12.9% | +55.3% | +41.3% |
| 1Y | +62.6% | +19.4% | +43.2% | +26.3% |
| 3Y | +72.7% | +78.5% | -5.8% | -19.2% |
| All | +72.7% | +78.7% | -6.0% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling