-80.9%
LAC vs SPY
+78.7%
-159.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.4% |
| 7D | -4.9% | -2.7% | -2.2% | -0.4% |
| 30D | -19.9% | -5.4% | -14.5% | -11.8% |
| 3M | -36.1% | -4.1% | -32.0% | -31.0% |
| 6M | -67.8% | +0.7% | -68.5% | -67.6% |
| YTD | -55.7% | +8.7% | -64.4% | -60.0% |
| 1Y | -57.6% | +10.9% | -68.5% | -62.7% |
| 3Y | -73.0% | +75.0% | -148.0% | -92.1% |
| All | -80.9% | +78.7% | -159.7% | -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