-21.1%
LSPD vs SPY
+11.8%
-32.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -3.4% | +3.3% | -6.7% | -7.2% |
| 30D | -5.5% | -2.7% | -2.8% | -2.2% |
| 3M | -3.5% | -1.7% | -1.8% | -1.1% |
| 6M | +11.4% | +3.1% | +8.3% | +8.0% |
| YTD | -16.5% | +11.9% | -28.4% | -27.5% |
| 1Y | -21.1% | +12.0% | -33.1% | -31.5% |
| All | -21.1% | +11.8% | -32.9% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling