-19.7%
LAR vs SPY
+81.0%
-100.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.8% |
| 7D | -1.5% | -0.4% | -1.1% | -0.8% |
| 30D | -4.8% | -1.4% | -3.4% | -2.0% |
| 3M | -20.8% | +3.7% | -24.5% | -25.1% |
| 6M | -1.6% | +13.0% | -14.6% | -19.4% |
| YTD | +21.1% | +12.4% | +8.8% | +1.0% |
| 1Y | +120.2% | +18.5% | +101.7% | +68.1% |
| 3Y | -5.8% | +77.6% | -83.4% | -67.4% |
| 5Y | -19.7% | +81.7% | -101.3% | -67.8% |
| All | -19.7% | +81.0% | -100.6% | -67.8% |
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