+379.7%
LAD vs SPY
+312.5%
+67.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | -3.2% | -1.4% | -1.8% | -1.6% |
| 3M | +21.2% | +3.7% | +17.5% | +15.5% |
| 6M | +39.0% | +13.0% | +26.0% | +20.0% |
| YTD | +11.3% | +12.4% | -1.1% | -3.3% |
| 1Y | +7.5% | +18.5% | -11.1% | -12.2% |
| 3Y | +26.3% | +77.6% | -51.3% | -34.9% |
| 5Y | +14.7% | +81.7% | -67.0% | -42.2% |
| 10Y | +379.7% | +319.7% | +60.1% | -2.7% |
| All | +379.7% | +312.5% | +67.2% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling