-31.6%
LABX vs SPY
+7.0%
-38.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.2% | -24.8% |
| 7D | -45.7% | -0.7% | -45.0% | -40.9% |
| 30D | -65.7% | -1.0% | -64.7% | -59.2% |
| 3M | -69.8% | -0.3% | -69.5% | -65.0% |
| 6M | -31.6% | +7.3% | -38.9% | -40.1% |
| All | -31.6% | +7.0% | -38.6% | -40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling