-7.7%
LNSR vs SPY
+148.6%
-156.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -2.2% | -0.4% | -1.9% | -2.1% |
| 30D | +38.0% | -1.4% | +39.4% | +39.0% |
| 3M | +46.0% | +3.7% | +42.3% | +43.5% |
| 6M | -30.1% | +13.0% | -43.1% | -34.1% |
| YTD | -28.5% | +12.4% | -40.9% | -32.5% |
| 1Y | -31.9% | +18.5% | -50.4% | -37.3% |
| 3Y | +153.4% | +77.6% | +75.7% | +94.6% |
| 5Y | +0.7% | +81.7% | -81.0% | -22.9% |
| All | -7.7% | +148.6% | -156.3% | -37.8% |
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