-15.6%
LNSR vs SPY
+149.2%
-164.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.4% | -6.0% |
| 7D | -11.4% | -0.8% | -10.7% | -11.1% |
| 30D | +20.8% | -1.1% | +21.9% | +21.5% |
| 3M | +30.6% | +3.9% | +26.7% | +28.2% |
| 6M | -35.5% | +13.6% | -49.1% | -39.4% |
| YTD | -34.7% | +12.7% | -47.3% | -38.4% |
| 1Y | -37.3% | +17.5% | -54.9% | -42.1% |
| 3Y | +149.2% | +76.9% | +72.3% | +91.7% |
| 5Y | -7.3% | +83.6% | -90.9% | -29.5% |
| All | -15.6% | +149.2% | -164.8% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling