+28.6%
LFUS vs SPY
+74.6%
-46.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.0% |
| 7D | +2.9% | -0.9% | +3.8% | +4.7% |
| 30D | -3.9% | -2.4% | -1.5% | -0.2% |
| 3M | -12.2% | -1.2% | -11.1% | -10.3% |
| 6M | -14.3% | +3.3% | -17.6% | -17.1% |
| YTD | +58.2% | +12.3% | +45.9% | +37.9% |
| 1Y | +65.8% | +12.4% | +53.3% | +44.4% |
| 3Y | +80.6% | +78.8% | +1.8% | -8.3% |
| 5Y | +28.6% | +75.2% | -46.6% | -33.4% |
| All | +28.6% | +74.6% | -46.1% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling