-100.0%
LSTA vs SPY
+886.5%
-986.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | +17.5% | +2.6% | +14.9% | +16.3% |
| 30D | +18.6% | -2.0% | +20.6% | +20.1% |
| 3M | +7.1% | -2.8% | +9.9% | +8.8% |
| 6M | -63.1% | +2.1% | -65.2% | -63.5% |
| YTD | -34.9% | +11.5% | -46.4% | -38.4% |
| 1Y | -41.5% | +13.5% | -55.0% | -45.0% |
| 3Y | -43.7% | +77.7% | -121.4% | -57.1% |
| 5Y | -92.3% | +72.6% | -164.9% | -94.1% |
| 10Y | -97.6% | +308.2% | -405.8% | -98.7% |
| All | -100.0% | +886.5% | -986.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling