+4,653.0%
LAD vs SPY
+1,650.2%
+3,002.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.4% |
| 6M | +42.4% | +13.0% | +29.4% | +22.9% |
| YTD | +17.1% | +13.5% | +3.5% | +0.5% |
| 1Y | +14.6% | +20.0% | -5.3% | -7.6% |
| 3Y | +25.1% | +77.2% | -52.1% | -35.0% |
| 5Y | +22.9% | +81.9% | -58.9% | -37.7% |
| 10Y | +396.7% | +314.1% | +82.7% | +1.1% |
| All | +4,653.0% | +1,650.2% | +3,002.8% | +334.2% |
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