-77.6%
LABX vs SPY
+16.4%
-94.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -40.4% | -4.4% | -36.0% | -6.5% |
| 7D | -66.1% | -4.7% | -61.4% | -44.7% |
| 30D | -82.2% | -5.9% | -76.3% | -66.7% |
| 3M | -76.6% | -4.5% | -72.1% | -58.9% |
| 6M | -64.1% | +1.8% | -65.9% | -50.1% |
| YTD | -58.3% | +8.3% | -66.6% | -57.2% |
| 1Y | -69.7% | +9.3% | -79.0% | -68.3% |
| All | -77.6% | +16.4% | -94.0% | -83.2% |
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 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