-95.6%
LAB vs SPY
+667.6%
-763.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | -0.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.9% |
| 30D | -18.4% | -1.0% | -17.4% | -17.2% |
| 3M | -24.4% | -0.3% | -24.1% | -24.0% |
| 6M | -34.0% | +7.3% | -41.4% | -40.0% |
| YTD | -51.6% | +13.3% | -64.9% | -58.9% |
| 1Y | -47.9% | +14.8% | -62.7% | -56.5% |
| 3Y | -70.3% | +82.9% | -153.3% | -85.8% |
| 5Y | -87.7% | +75.6% | -163.3% | -93.7% |
| 10Y | -85.9% | +330.5% | -416.5% | -97.5% |
| All | -95.6% | +667.6% | -763.2% | -99.6% |
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