-52.0%
LAKE vs SPY
+82.3%
-134.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +3.9% |
| 7D | -15.6% | -0.8% | -14.9% | -15.1% |
| 30D | -16.3% | -1.1% | -15.2% | -15.5% |
| 3M | -6.9% | +3.9% | -10.8% | -9.5% |
| 6M | +15.2% | +13.6% | +1.6% | +4.8% |
| YTD | +14.0% | +12.7% | +1.4% | +4.4% |
| 1Y | -29.1% | +17.5% | -46.6% | -37.1% |
| 3Y | -32.9% | +76.9% | -109.8% | -52.4% |
| All | -52.0% | +82.3% | -134.3% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling