+137.1%
LSAF vs SPY
+194.0%
-56.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -2.5% | -0.4% | -2.2% | -2.2% |
| 30D | -2.5% | -1.4% | -1.2% | -1.2% |
| 3M | +6.6% | +3.7% | +2.9% | +2.6% |
| 6M | +17.5% | +13.0% | +4.5% | +3.5% |
| YTD | +21.1% | +12.4% | +8.7% | +7.3% |
| 1Y | +24.2% | +18.5% | +5.7% | +4.3% |
| 3Y | +71.2% | +77.6% | -6.5% | -5.6% |
| 5Y | +73.3% | +81.7% | -8.4% | -6.9% |
| All | +137.1% | +194.0% | -56.9% | -24.4% |
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