-100.0%
LABD vs SPY
+311.6%
-411.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.3% | -4.4% | +24.7% | +5.6% |
| 7D | +16.0% | -4.7% | +20.7% | +1.3% |
| 30D | -1.8% | -5.9% | +4.2% | -16.8% |
| 3M | -4.1% | -4.5% | +0.4% | -14.2% |
| 6M | -42.8% | +1.8% | -44.6% | -35.1% |
| YTD | -62.0% | +8.3% | -70.3% | -43.6% |
| 1Y | -73.7% | +9.3% | -83.0% | -59.1% |
| 3Y | -95.8% | +74.9% | -170.7% | -56.4% |
| 5Y | -95.0% | +67.3% | -162.3% | -11.4% |
| All | -100.0% | +311.6% | -411.5% | -41.9% |
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