-100.0%
LABD vs SPY
+337.2%
-437.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.2% |
| 30D | -21.8% | +0.1% | -21.9% | -21.4% |
| 3M | -51.8% | +2.0% | -53.8% | -47.6% |
| 6M | -63.8% | +13.0% | -76.8% | -40.1% |
| YTD | -69.0% | +13.5% | -82.6% | -47.4% |
| 1Y | -86.9% | +20.0% | -106.9% | -72.4% |
| 3Y | -95.3% | +77.2% | -172.5% | -45.9% |
| 5Y | -95.9% | +81.9% | -177.8% | +1.0% |
| 10Y | -100.0% | +314.1% | -414.0% | -63.9% |
| All | -100.0% | +337.2% | -437.2% | -59.1% |
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