+138.9%
LSBK vs SPY
+311.8%
-172.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +5.2% | -2.4% | +7.6% | +5.8% |
| 3M | +10.4% | -1.2% | +11.5% | +10.6% |
| 6M | +19.9% | +3.3% | +16.6% | +18.7% |
| YTD | +31.2% | +12.3% | +18.9% | +26.9% |
| 1Y | +33.6% | +12.4% | +21.2% | +29.2% |
| 3Y | +178.2% | +78.8% | +99.4% | +137.2% |
| 5Y | +94.8% | +75.2% | +19.7% | +66.4% |
| 10Y | +138.9% | +311.1% | -172.2% | +75.8% |
| All | +138.9% | +311.8% | -172.8% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling