+1,955.7%
LKFN vs SPY
+1,234.5%
+721.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +10.4% | -3.3% | +13.7% | +13.2% |
| 3M | +1.7% | -2.4% | +4.1% | +3.4% |
| 6M | +2.8% | +2.6% | +0.3% | +0.3% |
| YTD | +12.8% | +11.2% | +1.6% | +3.3% |
| 1Y | +11.2% | +13.4% | -2.2% | +0.2% |
| 3Y | +34.2% | +79.9% | -45.7% | -15.2% |
| 5Y | -3.6% | +72.2% | -75.8% | -38.2% |
| 10Y | +109.3% | +307.3% | -198.0% | -30.2% |
| All | +1,955.7% | +1,234.5% | +721.2% | +270.5% |
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