-89.5%
LSAK vs SPY
+817.1%
-906.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -5.7% | +2.6% | -8.3% | -7.4% |
| 30D | -25.7% | -2.0% | -23.7% | -24.5% |
| 3M | -31.3% | -2.8% | -28.5% | -29.7% |
| 6M | -31.0% | +2.1% | -33.1% | -31.7% |
| YTD | -30.4% | +11.5% | -41.9% | -35.1% |
| 1Y | -15.1% | +13.5% | -28.6% | -21.8% |
| 3Y | -18.2% | +77.7% | -95.9% | -46.1% |
| 5Y | -39.5% | +72.6% | -112.1% | -59.8% |
| 10Y | -68.9% | +308.2% | -377.1% | -89.0% |
| All | -89.5% | +817.1% | -906.6% | -97.9% |
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