-28.4%
LSTA vs SPY
+17.2%
-45.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.6% | -13.1% | -13.2% |
| 7D | 0.0% | -2.0% | +2.0% | +1.5% |
| 30D | +35.5% | -1.7% | +37.2% | +37.2% |
| 3M | -54.6% | +4.7% | -59.3% | -56.6% |
| 6M | -67.4% | +12.5% | -79.9% | -72.3% |
| YTD | -11.8% | +11.7% | -23.6% | -24.0% |
| 1Y | -28.4% | +17.5% | -45.9% | -36.7% |
| All | -28.4% | +17.2% | -45.6% | -36.7% |
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