-92.0%
LAB vs SPY
+313.4%
-405.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.5% |
| 7D | +7.8% | +0.1% | +7.7% | +7.6% |
| 30D | -11.5% | +0.1% | -11.6% | -11.6% |
| 3M | -45.7% | +2.0% | -47.7% | -47.3% |
| 6M | -34.9% | +13.0% | -47.9% | -45.0% |
| YTD | -46.1% | +13.5% | -59.6% | -54.6% |
| 1Y | -46.5% | +20.0% | -66.5% | -58.0% |
| 3Y | -77.4% | +77.2% | -154.6% | -89.0% |
| 5Y | -90.4% | +81.9% | -172.3% | -95.4% |
| All | -92.0% | +313.4% | -405.5% | -98.9% |
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