+588.4%
LAR vs SPY
+806.9%
-218.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +6.9% | +0.1% | +6.9% | +7.1% |
| 3M | -30.8% | +2.0% | -32.8% | -31.4% |
| 6M | -1.5% | +13.0% | -14.5% | -11.0% |
| YTD | +21.7% | +13.5% | +8.1% | +9.9% |
| 1Y | +103.9% | +20.0% | +83.9% | +75.7% |
| 3Y | -9.1% | +77.2% | -86.3% | -44.6% |
| 5Y | -23.8% | +81.9% | -105.7% | -51.8% |
| 10Y | +396.1% | +314.1% | +82.0% | +104.9% |
| All | +588.4% | +806.9% | -218.5% | +165.3% |
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