+143.7%
LSAF vs SPY
+197.0%
-53.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +0.7% | +0.1% | +0.7% | +0.7% |
| 3M | +10.0% | +2.0% | +8.0% | +7.6% |
| 6M | +18.8% | +13.0% | +5.7% | +4.7% |
| YTD | +24.4% | +13.5% | +10.9% | +9.2% |
| 1Y | +27.0% | +20.0% | +7.1% | +5.4% |
| 3Y | +73.5% | +77.2% | -3.7% | -4.1% |
| 5Y | +75.5% | +81.9% | -6.4% | -5.8% |
| All | +143.7% | +197.0% | -53.4% | -23.1% |
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