-93.3%
LSF vs SPY
+148.1%
-241.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.2% |
| 7D | +19.3% | +3.3% | +16.0% | +15.6% |
| 30D | -2.2% | -2.7% | +0.5% | +0.8% |
| 3M | -36.0% | -1.7% | -34.3% | -34.8% |
| 6M | -5.6% | +3.1% | -8.6% | -8.4% |
| YTD | +22.5% | +11.9% | +10.6% | +9.6% |
| 1Y | +0.4% | +12.0% | -11.6% | -10.0% |
| 3Y | +212.3% | +78.2% | +134.1% | +79.8% |
| 5Y | -85.4% | +73.2% | -158.7% | -91.5% |
| All | -93.3% | +148.1% | -241.4% | -97.6% |
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