+783.6%
LAKE vs SPY
+3,059.5%
-2,275.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.7% |
| 7D | -5.5% | -0.4% | -5.2% | -5.4% |
| 30D | -8.1% | -1.4% | -6.8% | -7.7% |
| 3M | +16.0% | +3.7% | +12.3% | +14.7% |
| 6M | +29.8% | +13.0% | +16.8% | +25.2% |
| YTD | +25.2% | +12.4% | +12.8% | +21.1% |
| 1Y | -23.2% | +18.5% | -41.7% | -26.9% |
| 3Y | -25.7% | +77.6% | -103.3% | -36.0% |
| 5Y | -52.7% | +81.7% | -134.3% | -59.6% |
| 10Y | +20.9% | +319.7% | -298.8% | -19.0% |
| All | +783.6% | +3,059.5% | -2,275.9% | +435.5% |
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