+233.4%
LABU vs SPY
+74.5%
+158.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -4.4% | -15.5% | -6.3% |
| 7D | -18.8% | -4.7% | -14.1% | -3.6% |
| 30D | -9.7% | -5.9% | -3.8% | +12.2% |
| 3M | -18.4% | -4.5% | -13.9% | -2.7% |
| 6M | +11.5% | +1.8% | +9.7% | +10.2% |
| YTD | +30.9% | +8.3% | +22.6% | +9.8% |
| 1Y | +77.3% | +9.3% | +68.0% | +45.5% |
| All | +233.4% | +74.5% | +158.9% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling