+4,839.9%
LFUS vs SPY
+3,091.8%
+1,748.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | -9.0% | +0.1% | -9.0% | -9.0% |
| 3M | -12.6% | +2.0% | -14.6% | -14.1% |
| 6M | +24.5% | +13.0% | +11.5% | +10.1% |
| YTD | +66.7% | +13.5% | +53.1% | +46.9% |
| 1Y | +62.9% | +20.0% | +42.9% | +35.7% |
| 3Y | +61.6% | +77.2% | -15.6% | -8.2% |
| 5Y | +56.7% | +81.9% | -25.2% | -12.4% |
| 10Y | +260.6% | +314.1% | -53.5% | -8.3% |
| All | +4,839.9% | +3,091.8% | +1,748.1% | +256.5% |
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