-86.6%
LAES vs SPY
+88.5%
-175.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.5% | +4.3% |
| 7D | +6.6% | +0.1% | +6.5% | +7.7% |
| 30D | -31.3% | -3.3% | -28.0% | -24.4% |
| 3M | -43.6% | -2.4% | -41.2% | -39.0% |
| 6M | -50.3% | +2.6% | -52.9% | -51.4% |
| YTD | -61.6% | +11.2% | -72.9% | -68.0% |
| 1Y | -76.5% | +13.4% | -89.9% | -80.9% |
| 3Y | +12.4% | +79.9% | -67.5% | -33.3% |
| All | -86.6% | +88.5% | -175.1% | -83.1% |
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