+30.2%
LSAF vs SPY
+11.9%
+18.3%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.4% |
| 30D | +5.6% | -3.7% | +9.3% | +8.4% |
| 3M | +3.1% | -2.7% | +5.8% | +5.0% |
| 6M | +17.3% | +2.2% | +15.1% | +14.7% |
| YTD | +28.1% | +10.8% | +17.2% | +16.2% |
| 1Y | +30.2% | +11.2% | +19.0% | +17.8% |
| All | +30.2% | +11.9% | +18.3% | +17.8% |
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 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