+73.7%
LSGR vs SPY
+81.4%
-7.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.7% |
| 7D | -3.4% | -0.9% | -2.5% | -2.4% |
| 30D | -5.9% | -2.4% | -3.5% | -3.2% |
| 3M | -3.3% | -1.2% | -2.2% | -2.0% |
| 6M | -4.3% | +3.3% | -7.6% | -8.0% |
| YTD | -3.2% | +12.3% | -15.5% | -16.0% |
| 1Y | -3.7% | +12.4% | -16.2% | -16.6% |
| 3Y | +67.4% | +78.8% | -11.4% | -18.8% |
| All | +73.7% | +81.4% | -7.6% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling