+280.9%
LAR vs SPY
+307.0%
-26.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -0.7% |
| 7D | -13.4% | +2.6% | -16.0% | -17.0% |
| 30D | -22.4% | -2.0% | -20.4% | -19.6% |
| 3M | -45.5% | -2.8% | -42.7% | -42.6% |
| 6M | -66.0% | +2.1% | -68.1% | -66.5% |
| YTD | -34.1% | +11.5% | -45.5% | -42.9% |
| 1Y | -15.4% | +13.5% | -28.9% | -28.7% |
| 3Y | -35.0% | +77.7% | -112.7% | -73.5% |
| 5Y | -73.4% | +72.6% | -146.0% | -87.7% |
| All | +280.9% | +307.0% | -26.1% | -32.5% |
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 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