+4,469.4%
LFUS vs SPY
+3,034.0%
+1,435.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +9.0% | +2.6% | +6.4% | +6.2% |
| 30D | -3.4% | -2.0% | -1.4% | -0.8% |
| 3M | -13.7% | -2.8% | -10.9% | -10.5% |
| 6M | -19.1% | +2.1% | -21.3% | -20.2% |
| YTD | +54.2% | +11.5% | +42.7% | +39.4% |
| 1Y | +62.2% | +13.5% | +48.8% | +44.2% |
| 3Y | +77.0% | +77.7% | -0.7% | +0.9% |
| 5Y | +23.4% | +72.6% | -49.2% | -26.7% |
| 10Y | +185.3% | +308.2% | -122.8% | -25.9% |
| All | +4,469.4% | +3,034.0% | +1,435.4% | +238.4% |
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 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