+31.2%
LKFN vs SPY
+78.7%
-47.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | +2.0% | +0.5% | +1.4% | +1.6% |
| 30D | -2.8% | -0.9% | -1.9% | -2.2% |
| 3M | +1.4% | +3.9% | -2.5% | -1.7% |
| 6M | +7.3% | +14.5% | -7.2% | -4.0% |
| YTD | +7.9% | +12.9% | -5.1% | -2.4% |
| 1Y | -8.7% | +19.4% | -28.1% | -21.4% |
| 3Y | +31.2% | +78.5% | -47.3% | -23.1% |
| All | +31.2% | +78.7% | -47.5% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling