+11,199.9%
LSTR vs SPY
+2,888.9%
+8,311.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +0.4% | -2.7% | +3.2% | +2.5% |
| 30D | -14.2% | -5.4% | -8.8% | -10.7% |
| 3M | -18.9% | -4.1% | -14.8% | -16.4% |
| 6M | -20.6% | +0.7% | -21.3% | -21.3% |
| YTD | +1.8% | +8.7% | -6.8% | -4.5% |
| 1Y | +14.7% | +10.9% | +3.9% | +6.0% |
| 3Y | -10.7% | +75.0% | -85.7% | -41.6% |
| 5Y | -9.9% | +67.8% | -77.7% | -39.5% |
| 10Y | +135.7% | +312.9% | -177.1% | -17.6% |
| All | +11,199.9% | +2,888.9% | +8,311.1% | +1,671.4% |
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 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