+74.1%
LSGR vs SPY
+79.7%
-5.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -1.9% |
| 7D | -0.9% | +0.1% | -0.9% | -1.0% |
| 30D | -5.6% | -3.3% | -2.3% | -1.7% |
| 3M | -3.3% | -2.4% | -0.9% | -0.4% |
| 6M | -4.7% | +2.6% | -7.2% | -7.6% |
| YTD | -3.0% | +11.2% | -14.2% | -14.8% |
| 1Y | -1.4% | +13.4% | -14.8% | -15.4% |
| 3Y | +70.8% | +79.9% | -9.1% | -18.0% |
| All | +74.1% | +79.7% | -5.6% | -16.1% |
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 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