-66.0%
LSPD vs SPY
+143.1%
-209.1%
-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% | +0.1% |
| 7D | -6.3% | -0.6% | -5.7% | -5.0% |
| 30D | -3.3% | -3.7% | +0.4% | +4.2% |
| 3M | -1.9% | -2.7% | +0.8% | +3.9% |
| 6M | +4.4% | +2.2% | +2.2% | -1.2% |
| YTD | -14.8% | +10.8% | -25.6% | -31.7% |
| 1Y | -22.7% | +11.2% | -34.0% | -38.4% |
| 3Y | -33.8% | +76.5% | -110.3% | -82.0% |
| 5Y | -84.8% | +72.9% | -157.8% | -95.1% |
| All | -66.0% | +143.1% | -209.1% | -94.0% |
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