+17.5%
LSE vs SPY
+31.6%
-14.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | -8.6% | -0.4% | -8.2% | -8.3% |
| 30D | +8.3% | -1.4% | +9.6% | +9.6% |
| 3M | +32.4% | +3.7% | +28.7% | +28.5% |
| 6M | +5.9% | +13.0% | -7.1% | -3.0% |
| YTD | +16.9% | +12.4% | +4.5% | +7.8% |
| 1Y | -3.8% | +18.5% | -22.3% | -15.7% |
| All | +17.5% | +31.6% | -14.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling