-97.7%
LSTA vs SPY
+322.5%
-420.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | +38.1% | -1.1% | +39.2% | +39.0% |
| 3M | -53.2% | +3.9% | -57.0% | -54.4% |
| 6M | -67.6% | +13.6% | -81.2% | -70.3% |
| YTD | -12.4% | +12.7% | -25.0% | -18.9% |
| 1Y | -27.2% | +17.5% | -44.7% | -34.2% |
| 3Y | -17.3% | +76.9% | -94.2% | -41.1% |
| 5Y | -91.2% | +83.6% | -174.8% | -93.9% |
| All | -97.7% | +322.5% | -420.2% | -99.3% |
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