-66.5%
LAC vs SPY
+11.8%
-78.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.4% |
| 7D | -11.4% | +3.3% | -14.7% | -18.3% |
| 30D | -25.9% | -2.7% | -23.2% | -20.9% |
| 3M | -50.0% | -1.7% | -48.3% | -47.8% |
| 6M | -70.7% | +3.1% | -73.8% | -72.6% |
| YTD | -62.6% | +11.9% | -74.5% | -70.6% |
| 1Y | -66.5% | +12.0% | -78.5% | -73.5% |
| All | -66.5% | +11.8% | -78.3% | -73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling