-100.0%
LSTA vs SPY
+904.7%
-1,004.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +47.3% | +0.1% | +47.3% | +47.3% |
| 3M | -51.0% | +2.0% | -53.0% | -51.7% |
| 6M | -61.7% | +13.0% | -74.7% | -64.1% |
| YTD | -11.3% | +13.5% | -24.8% | -16.9% |
| 1Y | -21.8% | +20.0% | -41.8% | -28.5% |
| 3Y | -24.3% | +77.2% | -101.5% | -42.4% |
| 5Y | -91.3% | +81.9% | -173.1% | -93.5% |
| 10Y | -97.8% | +314.1% | -411.8% | -98.8% |
| All | -100.0% | +904.7% | -1,004.7% | -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