+141.8%
LSBK vs SPY
+311.3%
-169.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +5.6% | -0.9% | +6.5% | +5.8% |
| 3M | +14.2% | +3.9% | +10.4% | +13.0% |
| 6M | +17.0% | +14.5% | +2.5% | +12.7% |
| YTD | +24.9% | +12.9% | +11.9% | +20.7% |
| 1Y | +41.0% | +19.4% | +21.6% | +34.2% |
| 3Y | +152.4% | +78.5% | +74.0% | +115.4% |
| 5Y | +88.7% | +81.8% | +6.9% | +59.2% |
| 10Y | +141.8% | +311.5% | -169.7% | +63.0% |
| All | +141.8% | +311.3% | -169.5% | +63.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling