-69.1%
LAR vs SPY
+72.2%
-141.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.1% | -6.7% |
| 7D | +2.5% | -0.6% | +3.1% | +3.5% |
| 30D | -22.0% | -3.7% | -18.3% | -16.0% |
| 3M | -42.1% | -2.7% | -39.4% | -38.6% |
| 6M | -64.8% | +2.2% | -67.0% | -65.5% |
| YTD | -26.3% | +10.8% | -37.2% | -36.8% |
| 1Y | -3.3% | +11.2% | -14.5% | -17.7% |
| 3Y | -28.5% | +76.5% | -105.0% | -75.2% |
| 5Y | -69.1% | +72.9% | -142.0% | -86.8% |
| All | -69.1% | +72.2% | -141.3% | -86.8% |
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