+25.0%
LAD vs SPY
+78.0%
-53.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.3% |
| 30D | +7.3% | -3.3% | +10.7% | +10.4% |
| 3M | -17.1% | -2.4% | -14.6% | -15.5% |
| 6M | +6.2% | +2.6% | +3.6% | +2.1% |
| YTD | -5.7% | +11.2% | -16.9% | -17.2% |
| 1Y | +6.9% | +13.4% | -6.5% | -8.2% |
| 3Y | +25.0% | +79.9% | -54.9% | -49.9% |
| All | +25.0% | +78.0% | -53.0% | -49.9% |
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