+72.1%
LSGR vs SPY
+80.1%
-7.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -0.1% | +2.6% | -2.7% | -3.2% |
| 30D | -5.5% | -2.0% | -3.5% | -3.3% |
| 3M | -5.5% | -2.8% | -2.7% | -2.3% |
| 6M | -6.4% | +2.1% | -8.5% | -8.8% |
| YTD | -4.1% | +11.5% | -15.6% | -16.0% |
| 1Y | -1.8% | +13.5% | -15.2% | -15.8% |
| 3Y | +65.1% | +77.7% | -12.6% | -19.3% |
| All | +72.1% | +80.1% | -7.9% | -17.3% |
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