+1,952.1%
LKFN vs SPY
+1,229.6%
+722.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.4% | -0.6% | +1.9% | +1.8% |
| 30D | +10.2% | -3.7% | +13.9% | +13.3% |
| 3M | +2.6% | -2.7% | +5.4% | +4.7% |
| 6M | +2.6% | +2.2% | +0.5% | +0.4% |
| YTD | +12.6% | +10.8% | +1.8% | +3.4% |
| 1Y | +10.7% | +11.2% | -0.5% | +1.3% |
| 3Y | +33.7% | +76.5% | -42.8% | -14.3% |
| 5Y | -4.2% | +72.9% | -77.2% | -38.8% |
| 10Y | +100.3% | +304.8% | -204.6% | -32.9% |
| All | +1,952.1% | +1,229.6% | +722.4% | +270.9% |
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