+65.7%
LADR vs SPY
+441.4%
-375.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +3.7% | +0.1% | +3.6% | +3.6% |
| 3M | -1.1% | +2.0% | -3.1% | -3.7% |
| 6M | -1.1% | +13.0% | -14.1% | -14.1% |
| YTD | -6.3% | +13.5% | -19.9% | -19.1% |
| 1Y | -8.8% | +20.0% | -28.7% | -26.1% |
| 3Y | +15.1% | +77.2% | -62.0% | -41.8% |
| 5Y | +30.9% | +81.9% | -51.0% | -36.6% |
| 10Y | +68.0% | +314.1% | -246.0% | -65.5% |
| All | +65.7% | +441.4% | -375.7% | -72.8% |
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