+7.7%
LADR vs SPY
+74.6%
-66.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.7% |
| 7D | -7.2% | -0.9% | -6.2% | -6.6% |
| 30D | -0.3% | -2.4% | +2.0% | +1.3% |
| 3M | -10.1% | -1.2% | -9.0% | -9.5% |
| 6M | -9.7% | +3.3% | -13.0% | -12.5% |
| YTD | -15.0% | +12.3% | -27.3% | -23.1% |
| 1Y | -10.5% | +12.4% | -22.9% | -19.1% |
| 3Y | +7.5% | +78.8% | -71.3% | -36.3% |
| 5Y | +7.7% | +75.2% | -67.5% | -37.3% |
| All | +7.7% | +74.6% | -66.9% | -37.3% |
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