-29.5%
LNSR vs SPY
+20.8%
-50.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +47.2% | +0.1% | +47.1% | +47.3% |
| 3M | +52.7% | +2.0% | +50.7% | +51.4% |
| 6M | -29.6% | +13.0% | -42.6% | -33.8% |
| YTD | -26.2% | +13.5% | -39.8% | -30.9% |
| 1Y | -29.5% | +20.0% | -49.5% | -36.6% |
| All | -29.5% | +20.8% | -50.3% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling