-85.7%
LSAK vs SPY
+834.0%
-919.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -4.8% | +0.1% | -4.9% | -4.8% |
| 3M | -10.7% | +2.0% | -12.7% | -11.8% |
| 6M | -2.2% | +13.0% | -15.2% | -9.9% |
| YTD | -5.2% | +13.5% | -18.8% | -13.0% |
| 1Y | -3.2% | +20.0% | -23.2% | -14.6% |
| 3Y | +18.9% | +77.2% | -58.2% | -21.8% |
| 5Y | -2.0% | +81.9% | -83.8% | -37.2% |
| 10Y | -53.4% | +314.1% | -367.4% | -83.7% |
| All | -85.7% | +834.0% | -919.7% | -97.2% |
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