-13.1%
LSTA vs SPY
+78.7%
-91.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.5% | +13.3% | +13.1% |
| 7D | +18.5% | +0.5% | +17.9% | +18.0% |
| 30D | +75.5% | -0.9% | +76.4% | +76.4% |
| 3M | -46.6% | +3.9% | -50.4% | -48.1% |
| 6M | -55.5% | +14.5% | -70.0% | -60.1% |
| YTD | 0.0% | +12.9% | -12.9% | -9.2% |
| 1Y | -14.7% | +19.4% | -34.0% | -25.0% |
| 3Y | -13.1% | +78.5% | -91.5% | -46.1% |
| All | -13.1% | +78.7% | -91.8% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling