-73.0%
LAC vs SPY
+75.1%
-148.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.4% |
| 7D | -4.9% | -2.7% | -2.2% | -0.5% |
| 30D | -19.9% | -5.4% | -14.5% | -12.0% |
| 3M | -36.1% | -4.1% | -32.0% | -31.2% |
| 6M | -67.8% | +0.7% | -68.5% | -67.6% |
| YTD | -55.7% | +8.7% | -64.4% | -59.8% |
| 1Y | -57.6% | +10.9% | -68.5% | -62.4% |
| 3Y | -73.0% | +75.0% | -148.0% | -90.8% |
| All | -73.0% | +75.1% | -148.1% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling