-87.7%
LAB vs SPY
+76.2%
-163.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | -0.8% |
| 7D | 0.0% | -0.7% | +0.7% | +1.0% |
| 30D | -18.4% | -1.0% | -17.4% | -17.0% |
| 3M | -24.4% | -0.3% | -24.1% | -24.0% |
| 6M | -34.0% | +7.3% | -41.4% | -41.0% |
| YTD | -51.6% | +13.3% | -64.9% | -60.0% |
| 1Y | -47.9% | +14.8% | -62.7% | -57.9% |
| 3Y | -70.3% | +82.9% | -153.3% | -87.6% |
| 5Y | -87.7% | +75.6% | -163.3% | -94.8% |
| All | -87.7% | +76.2% | -163.8% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling