-80.1%
LAC vs SPY
+82.9%
-163.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +0.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -14.0% | -3.3% | -10.7% | -8.7% |
| 3M | -37.5% | -2.4% | -35.0% | -34.5% |
| 6M | -63.7% | +2.6% | -66.3% | -64.7% |
| YTD | -53.7% | +11.2% | -64.9% | -59.8% |
| 1Y | -58.6% | +13.4% | -72.0% | -65.0% |
| 3Y | -71.5% | +79.9% | -151.4% | -92.1% |
| All | -80.1% | +82.9% | -163.0% | -94.7% |
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