-77.0%
LABU vs SPY
+82.0%
-159.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.1% |
| 30D | +18.7% | +0.1% | +18.7% | +18.7% |
| 3M | +69.4% | +2.0% | +67.4% | +58.8% |
| 6M | +80.6% | +13.0% | +67.5% | +23.6% |
| YTD | +90.4% | +13.5% | +76.9% | +28.7% |
| 1Y | +294.1% | +20.0% | +274.2% | +123.1% |
| 3Y | +193.4% | +77.2% | +116.2% | -52.2% |
| All | -77.0% | +82.0% | -159.0% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling