-87.2%
LAB vs SPY
+67.0%
-154.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +6.8% |
| 7D | +0.4% | -4.7% | +5.1% | +7.3% |
| 30D | -13.6% | -5.9% | -7.6% | -5.7% |
| 3M | -20.2% | -4.5% | -15.7% | -14.9% |
| 6M | -36.5% | +1.8% | -38.3% | -38.8% |
| YTD | -51.4% | +8.3% | -59.7% | -57.3% |
| 1Y | -45.4% | +9.3% | -54.7% | -52.8% |
| 3Y | -70.2% | +74.9% | -145.1% | -86.8% |
| 5Y | -87.2% | +67.3% | -154.5% | -94.3% |
| All | -87.2% | +67.0% | -154.2% | -94.3% |
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