+36.2%
LST vs SPY
+28.1%
+8.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +3.4% | +2.6% | +0.8% | +1.1% |
| 30D | -0.7% | -2.0% | +1.2% | +1.0% |
| 3M | -2.3% | -2.8% | +0.5% | +0.2% |
| 6M | +4.6% | +2.1% | +2.4% | +2.5% |
| YTD | +17.8% | +11.5% | +6.3% | +6.9% |
| 1Y | +21.1% | +13.5% | +7.6% | +8.3% |
| All | +36.2% | +28.1% | +8.2% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling