-65.3%
LSPD vs SPY
+149.0%
-214.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.2% |
| 7D | -0.8% | +0.1% | -1.0% | -1.0% |
| 30D | +1.5% | +0.1% | +1.5% | +1.6% |
| 3M | +11.0% | +2.0% | +9.0% | +5.6% |
| 6M | +10.6% | +13.0% | -2.4% | -14.9% |
| YTD | -13.0% | +13.5% | -26.5% | -33.6% |
| 1Y | -11.2% | +20.0% | -31.2% | -39.4% |
| 3Y | -35.8% | +77.2% | -113.0% | -82.4% |
| 5Y | -91.2% | +81.9% | -173.1% | -97.4% |
| All | -65.3% | +149.0% | -214.3% | -94.2% |
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