+47.0%
LADR vs SPY
+431.6%
-384.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | -4.6% | +2.6% | -7.2% | -7.3% |
| 30D | -1.5% | -2.0% | +0.5% | +0.3% |
| 3M | -13.1% | -2.8% | -10.3% | -10.8% |
| 6M | -11.0% | +2.1% | -13.2% | -13.9% |
| YTD | -16.9% | +11.5% | -28.4% | -27.1% |
| 1Y | -12.7% | +13.5% | -26.1% | -24.9% |
| 3Y | +5.6% | +77.7% | -72.1% | -47.1% |
| 5Y | +6.5% | +72.6% | -66.1% | -45.3% |
| 10Y | +46.1% | +308.2% | -262.0% | -69.7% |
| All | +47.0% | +431.6% | -384.6% | -75.5% |
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