-93.2%
LABU vs SPY
+317.1%
-410.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -4.4% | -15.5% | -4.8% |
| 7D | -18.8% | -4.7% | -14.1% | -2.0% |
| 30D | -9.7% | -5.9% | -3.8% | +14.8% |
| 3M | -18.4% | -4.5% | -13.9% | -1.1% |
| 6M | +11.5% | +1.8% | +9.7% | +9.1% |
| YTD | +30.9% | +8.3% | +22.6% | +6.8% |
| 1Y | +77.3% | +9.3% | +68.0% | +40.8% |
| 3Y | +213.7% | +74.9% | +138.8% | -44.2% |
| 5Y | -82.8% | +67.3% | -150.1% | -94.7% |
| 10Y | -59.9% | +311.6% | -371.5% | -99.4% |
| All | -93.2% | +317.1% | -410.3% | -99.9% |
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