-86.9%
LAES vs SPY
+87.8%
-174.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.2% |
| 7D | +3.6% | -0.6% | +4.2% | +6.4% |
| 30D | -32.7% | -3.7% | -29.0% | -25.3% |
| 3M | -44.5% | -2.7% | -41.8% | -39.5% |
| 6M | -51.4% | +2.2% | -53.6% | -52.0% |
| YTD | -62.4% | +10.8% | -73.3% | -68.4% |
| 1Y | -76.2% | +11.2% | -87.4% | -79.9% |
| 3Y | +12.7% | +76.5% | -63.8% | -32.3% |
| All | -86.9% | +87.8% | -174.7% | -83.3% |
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 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