+74.4%
LKFT vs SPY
+617.1%
-542.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -7.6% | -2.0% | -5.6% | -6.2% |
| 30D | -6.7% | -1.7% | -5.0% | -5.5% |
| 3M | -6.3% | +4.7% | -11.0% | -9.7% |
| 6M | -19.3% | +12.5% | -31.8% | -26.3% |
| YTD | -18.0% | +11.7% | -29.7% | -24.8% |
| 1Y | -17.1% | +17.5% | -34.6% | -26.9% |
| 3Y | -27.6% | +76.6% | -104.2% | -54.5% |
| 5Y | -53.9% | +82.0% | -135.9% | -72.1% |
| 10Y | -51.3% | +317.1% | -368.4% | -84.9% |
| All | +74.4% | +617.1% | -542.7% | -60.3% |
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