-79.1%
LSF vs SPY
+82.0%
-161.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | +2.6% | +0.1% | +2.4% | +2.4% |
| 30D | -2.9% | +0.1% | -3.0% | -3.1% |
| 3M | +19.6% | +2.0% | +17.7% | +16.8% |
| 6M | +52.3% | +13.0% | +39.3% | +34.4% |
| YTD | +81.1% | +13.5% | +67.5% | +59.2% |
| 1Y | -29.7% | +20.0% | -49.7% | -41.3% |
| 3Y | +294.1% | +77.2% | +216.9% | +126.9% |
| All | -79.1% | +82.0% | -161.1% | -88.3% |
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