+336.2%
LAR vs SPY
+318.9%
+17.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.2% |
| 7D | -6.0% | -2.0% | -4.0% | -2.8% |
| 30D | -3.6% | -1.7% | -2.0% | -0.7% |
| 3M | -20.9% | +4.7% | -25.6% | -25.8% |
| 6M | -9.6% | +12.5% | -22.1% | -23.4% |
| YTD | +14.9% | +11.7% | +3.2% | -0.9% |
| 1Y | +102.8% | +17.5% | +85.4% | +62.7% |
| 3Y | -10.6% | +76.6% | -87.2% | -62.8% |
| 5Y | -29.2% | +82.0% | -111.3% | -69.5% |
| All | +336.2% | +318.9% | +17.3% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling