+149.8%
LSAF vs SPY
+192.7%
-42.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +0.2% | +3.3% | -3.0% | -3.0% |
| 30D | +4.3% | -2.7% | +7.0% | +6.9% |
| 3M | +3.1% | -1.7% | +4.8% | +4.7% |
| 6M | +18.6% | +3.1% | +15.5% | +14.5% |
| YTD | +27.6% | +11.9% | +15.7% | +13.3% |
| 1Y | +28.2% | +12.0% | +16.3% | +13.8% |
| 3Y | +83.4% | +78.2% | +5.2% | +0.5% |
| 5Y | +75.7% | +73.2% | +2.4% | -0.9% |
| All | +149.8% | +192.7% | -42.9% | -20.2% |
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 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