+124.3%
LSTR vs SPY
+315.0%
-190.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -13.4% | -3.3% | -10.1% | -11.1% |
| 3M | -19.8% | -2.4% | -17.4% | -18.3% |
| 6M | -19.8% | +2.6% | -22.3% | -21.8% |
| YTD | +4.1% | +11.2% | -7.2% | -5.2% |
| 1Y | +15.3% | +13.4% | +1.9% | +3.3% |
| 3Y | -6.3% | +79.9% | -86.2% | -43.9% |
| 5Y | -8.6% | +72.2% | -80.8% | -43.5% |
| 10Y | +124.3% | +307.3% | -183.0% | -39.4% |
| All | +124.3% | +315.0% | -190.7% | -39.4% |
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 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