+4,419.1%
LFUS vs SPY
+3,015.5%
+1,403.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -7.1% | -0.6% | -6.5% | -6.3% |
| 30D | -10.1% | -3.7% | -6.4% | -6.0% |
| 3M | -15.6% | -2.7% | -12.9% | -12.6% |
| 6M | -15.8% | +2.2% | -18.0% | -16.9% |
| YTD | +52.5% | +10.8% | +41.6% | +38.7% |
| 1Y | +56.9% | +11.2% | +45.7% | +42.4% |
| 3Y | +74.1% | +76.5% | -2.4% | -0.1% |
| 5Y | +24.7% | +72.9% | -48.3% | -26.2% |
| 10Y | +189.2% | +304.8% | -115.7% | -24.3% |
| All | +4,419.1% | +3,015.5% | +1,403.6% | +236.6% |
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