-70.4%
LAC vs SPY
+86.7%
-157.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -2.9% | +0.1% | -3.0% | -2.7% |
| 3M | -41.2% | +2.0% | -43.2% | -42.5% |
| 6M | -37.6% | +13.0% | -50.6% | -47.8% |
| YTD | -31.2% | +13.5% | -44.7% | -42.5% |
| 1Y | +7.5% | +20.0% | -12.4% | -17.0% |
| All | -70.4% | +86.7% | -157.1% | -92.4% |
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