-77.9%
LAES vs SPY
+90.4%
-168.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.0% |
| 7D | +1.7% | -0.4% | +2.1% | +2.5% |
| 30D | -6.2% | -1.4% | -4.9% | -2.9% |
| 3M | -22.1% | +3.7% | -25.8% | -28.0% |
| 6M | -42.4% | +13.0% | -55.4% | -55.1% |
| YTD | -36.5% | +12.4% | -48.9% | -49.3% |
| 1Y | -10.4% | +18.5% | -29.0% | -34.1% |
| 3Y | -49.8% | +77.6% | -127.4% | -72.6% |
| All | -77.9% | +90.4% | -168.3% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling