Performance overview - S&P500

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Background on the model

Our stocks model uses daily dividend-adjusted prices for the S&P500 as input. This index consists of the 500 largest companies listed on exchanges in the United States. The LSS S&P500 model is calibrated on a history of daily stock prices going back several decades (smoothed out over the medium term) as well as a number of other exogenous risk factors across other asset classes that may impact its behavior.

Performance YTD

Daily returns YTD



Daily returns over the last 30 days

Date Return
2020-07-030.00%
2020-07-020.48%
2020-07-010.51%
2020-06-301.55%
2020-06-291.48%
2020-06-26-2.42%
2020-06-251.10%
2020-06-24-2.63%
2020-06-230.48%
2020-06-220.65%
2020-06-19-0.55%
2020-06-180.06%
2020-06-17-0.36%
2020-06-161.90%
2020-06-150.83%
2020-06-121.34%
2020-06-11-5.88%
2020-06-10-0.53%
2020-06-09-0.77%
2020-06-081.21%
2020-06-052.62%