+202.8%
LSTR vs SPY
+311.3%
-108.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +1.2% | +0.5% | +0.6% | +0.7% |
| 30D | -2.8% | -0.9% | -1.9% | -2.0% |
| 3M | -21.1% | +3.9% | -25.0% | -23.6% |
| 6M | +17.4% | +14.5% | +2.9% | +4.3% |
| YTD | +26.1% | +12.9% | +13.1% | +13.6% |
| 1Y | +38.0% | +19.4% | +18.7% | +18.6% |
| 3Y | +2.8% | +78.5% | -75.7% | -37.9% |
| 5Y | +19.2% | +81.8% | -62.6% | -29.7% |
| 10Y | +202.8% | +311.5% | -108.7% | -22.9% |
| All | +202.8% | +311.3% | -108.5% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling