+316.7%
LAR vs SPY
+785.3%
-468.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.1% | -7.1% |
| 7D | +2.5% | -0.6% | +3.1% | +3.2% |
| 30D | -22.0% | -3.7% | -18.3% | -18.8% |
| 3M | -42.1% | -2.7% | -39.4% | -40.2% |
| 6M | -64.8% | +2.2% | -67.0% | -65.0% |
| YTD | -26.3% | +10.8% | -37.2% | -31.6% |
| 1Y | -3.3% | +11.2% | -14.5% | -10.5% |
| 3Y | -28.5% | +76.5% | -105.0% | -56.2% |
| 5Y | -69.1% | +72.9% | -142.0% | -79.5% |
| 10Y | +308.4% | +304.8% | +3.6% | +73.5% |
| All | +316.7% | +785.3% | -468.6% | +65.1% |
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 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