+3,728.1%
LAD vs SPY
+1,614.7%
+2,113.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -2.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.3% |
| 30D | +7.3% | -3.3% | +10.7% | +10.9% |
| 3M | -17.1% | -2.4% | -14.6% | -15.3% |
| 6M | +6.2% | +2.6% | +3.6% | +1.8% |
| YTD | -5.7% | +11.2% | -16.9% | -17.7% |
| 1Y | +6.9% | +13.4% | -6.5% | -8.7% |
| 3Y | +25.0% | +79.9% | -54.9% | -36.7% |
| 5Y | -1.1% | +72.2% | -73.3% | -47.0% |
| 10Y | +322.7% | +307.3% | +15.4% | -12.9% |
| All | +3,728.1% | +1,614.7% | +2,113.4% | +255.6% |
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