+35.7%
LADR vs SPY
+81.0%
-45.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | +1.7% | -1.4% | +3.0% | +2.7% |
| 3M | -3.7% | +3.7% | -7.4% | -6.7% |
| 6M | 0.0% | +13.0% | -13.0% | -9.7% |
| YTD | -6.7% | +12.4% | -19.1% | -15.4% |
| 1Y | -8.9% | +18.5% | -27.4% | -21.1% |
| 3Y | +15.8% | +77.6% | -61.8% | -30.6% |
| 5Y | +35.7% | +81.7% | -45.9% | -21.9% |
| All | +35.7% | +81.0% | -45.3% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling