-72.8%
LABU vs SPY
+304.1%
-376.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.4% |
| 7D | -2.0% | -0.6% | -1.4% | +2.4% |
| 30D | -2.8% | -3.7% | +0.9% | +13.7% |
| 3M | -15.6% | -2.7% | -12.9% | -4.1% |
| 6M | +24.5% | +2.2% | +22.3% | +20.8% |
| YTD | +48.3% | +10.8% | +37.4% | +14.1% |
| 1Y | +95.7% | +11.2% | +84.4% | +49.7% |
| 3Y | +338.3% | +76.5% | +261.8% | -16.7% |
| 5Y | -78.0% | +72.9% | -150.9% | -93.4% |
| 10Y | -72.8% | +304.8% | -377.6% | -99.1% |
| All | -72.8% | +304.1% | -376.9% | -99.1% |
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 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