-100.0%
LABD vs SPY
+336.3%
-436.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.7% | -2.3% |
| 7D | -3.8% | -0.7% | -3.1% | -5.6% |
| 30D | -10.2% | -1.0% | -9.2% | -12.0% |
| 3M | -22.0% | -0.3% | -21.7% | -21.0% |
| 6M | -52.8% | +7.3% | -60.2% | -36.8% |
| YTD | -68.4% | +13.3% | -81.7% | -45.6% |
| 1Y | -78.8% | +14.8% | -93.6% | -61.3% |
| 3Y | -96.5% | +82.9% | -179.4% | -54.8% |
| 5Y | -95.7% | +75.6% | -171.2% | -3.8% |
| 10Y | -100.0% | +330.5% | -430.5% | -62.5% |
| All | -100.0% | +336.3% | -436.3% | -57.7% |
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