+0.4%
LSF vs SPY
+11.8%
-11.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.3% |
| 7D | +19.3% | +3.3% | +16.0% | +14.2% |
| 30D | -2.2% | -2.7% | +0.5% | +1.6% |
| 3M | -36.0% | -1.7% | -34.3% | -34.5% |
| 6M | -5.6% | +3.1% | -8.6% | -10.7% |
| YTD | +22.5% | +11.9% | +10.6% | +2.2% |
| 1Y | +0.4% | +12.0% | -11.6% | -16.0% |
| All | +0.4% | +11.8% | -11.4% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling