+13,926.0%
LSTR vs SPY
+3,023.0%
+10,903.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | -18.8% | +2.0% | -20.8% | -20.0% |
| 6M | +8.6% | +13.0% | -4.4% | -1.1% |
| YTD | +26.4% | +13.5% | +12.9% | +14.9% |
| 1Y | +35.6% | +20.0% | +15.7% | +18.3% |
| 3Y | -2.6% | +77.2% | -79.8% | -36.8% |
| 5Y | +16.3% | +81.9% | -65.6% | -26.3% |
| 10Y | +203.7% | +314.1% | -110.3% | +5.9% |
| All | +13,926.0% | +3,023.0% | +10,903.0% | +2,032.2% |
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