+32.8%
LAD vs SPY
+80.4%
-47.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.5% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +5.1% | +0.1% | +5.1% | +5.1% |
| 3M | +33.4% | +2.0% | +31.4% | +29.9% |
| 6M | +42.4% | +13.0% | +29.4% | +23.4% |
| YTD | +17.1% | +13.5% | +3.5% | +1.0% |
| 1Y | +14.6% | +20.0% | -5.3% | -7.3% |
| All | +32.8% | +80.4% | -47.6% | -41.4% |
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 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