+80.7%
LSGR vs SPY
+82.4%
-1.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +0.4% | +0.5% | -0.1% | -0.2% |
| 30D | +0.3% | -0.9% | +1.3% | +1.5% |
| 3M | +3.0% | +3.9% | -0.9% | -1.6% |
| 6M | +8.3% | +14.5% | -6.2% | -8.1% |
| YTD | +0.7% | +12.9% | -12.3% | -13.1% |
| 1Y | +4.5% | +19.4% | -14.9% | -15.8% |
| 3Y | +73.8% | +78.5% | -4.6% | -15.1% |
| All | +80.7% | +82.4% | -1.7% | -14.4% |
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