+72.4%
LSGR vs SPY
+80.7%
-8.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | 0.0% | +3.3% | -3.3% | -3.9% |
| 30D | -6.8% | -2.7% | -4.2% | -3.8% |
| 3M | -3.9% | -1.7% | -2.1% | -1.8% |
| 6M | -5.0% | +3.1% | -8.1% | -8.5% |
| YTD | -3.9% | +11.9% | -15.8% | -16.2% |
| 1Y | -3.8% | +12.0% | -15.8% | -16.2% |
| 3Y | +66.2% | +78.2% | -12.0% | -19.1% |
| All | +72.4% | +80.7% | -8.3% | -17.5% |
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 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