+2,012.1%
LAMR vs SPY
+1,845.0%
+167.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.4% |
| 30D | -6.8% | -0.9% | -5.9% | -5.9% |
| 3M | +1.2% | +3.9% | -2.7% | -3.5% |
| 6M | +12.7% | +14.5% | -1.8% | -3.9% |
| YTD | +21.1% | +12.9% | +8.2% | +4.7% |
| 1Y | +22.8% | +19.4% | +3.4% | -0.7% |
| 3Y | +101.1% | +78.5% | +22.7% | +2.4% |
| 5Y | +68.5% | +81.8% | -13.2% | -16.0% |
| 10Y | +285.3% | +311.5% | -26.3% | -17.6% |
| All | +2,012.1% | +1,845.0% | +167.1% | +30.6% |
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