+174.4%
LSF vs SPY
+78.0%
+96.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.4% | +8.9% | +8.8% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | -15.4% | -3.3% | -12.1% | -12.2% |
| 3M | -43.1% | -2.4% | -40.7% | -41.6% |
| 6M | -19.0% | +2.6% | -21.6% | -21.1% |
| YTD | +11.3% | +11.2% | 0.0% | +0.1% |
| 1Y | -40.5% | +13.4% | -53.9% | -47.3% |
| 3Y | +174.4% | +79.9% | +94.5% | +123.5% |
| All | +174.4% | +78.0% | +96.4% | +123.5% |
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