-90.0%
LSTA vs SPY
+81.0%
-171.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.5% |
| 7D | +21.0% | -0.4% | +21.4% | +21.3% |
| 30D | +74.3% | -1.4% | +75.7% | +75.8% |
| 3M | -45.1% | +3.7% | -48.8% | -46.7% |
| 6M | -62.3% | +13.0% | -75.3% | -65.8% |
| YTD | +2.2% | +12.4% | -10.2% | -6.5% |
| 1Y | -13.6% | +18.5% | -32.2% | -23.5% |
| 3Y | -11.2% | +77.6% | -88.8% | -40.1% |
| 5Y | -90.0% | +81.7% | -171.7% | -93.4% |
| All | -90.0% | +81.0% | -171.0% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling