-88.0%
LSF vs SPY
+67.0%
-155.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -0.4% |
| 7D | -14.6% | -4.7% | -9.9% | -10.2% |
| 30D | -28.5% | -5.9% | -22.6% | -23.8% |
| 3M | -44.9% | -4.5% | -40.4% | -42.3% |
| 6M | -21.6% | +1.8% | -23.4% | -23.2% |
| YTD | +2.7% | +8.3% | -5.6% | -5.3% |
| 1Y | -49.4% | +9.3% | -58.8% | -53.7% |
| 3Y | +180.4% | +74.9% | +105.6% | +62.8% |
| 5Y | -88.0% | +67.3% | -155.3% | -93.1% |
| All | -88.0% | +67.0% | -155.0% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling