+3,746.0%
LAD vs SPY
+1,630.9%
+2,115.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | +9.3% | -2.4% | +11.6% | +11.6% |
| 3M | -17.3% | -1.2% | -16.1% | -16.7% |
| 6M | +9.4% | +3.3% | +6.1% | +4.1% |
| YTD | -5.3% | +12.3% | -17.6% | -18.1% |
| 1Y | +7.2% | +12.4% | -5.2% | -7.4% |
| 3Y | +24.4% | +78.8% | -54.4% | -36.6% |
| 5Y | +0.9% | +75.2% | -74.3% | -47.0% |
| 10Y | +306.4% | +311.1% | -4.7% | -17.1% |
| All | +3,746.0% | +1,630.9% | +2,115.1% | +253.5% |
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