+117.8%
LKFN vs SPY
+312.5%
-194.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | -1.3% | -1.4% | 0.0% | -0.2% |
| 3M | +0.6% | +3.7% | -3.1% | -2.7% |
| 6M | +8.4% | +13.0% | -4.6% | -2.6% |
| YTD | +8.3% | +12.4% | -4.1% | -2.3% |
| 1Y | -6.4% | +18.5% | -24.9% | -19.4% |
| 3Y | +31.7% | +77.6% | -45.9% | -19.4% |
| 5Y | +4.9% | +81.7% | -76.8% | -38.3% |
| 10Y | +117.8% | +319.7% | -201.8% | -52.8% |
| All | +117.8% | +312.5% | -194.7% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling