+28.6%
LARK vs SPY
+20.8%
+7.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +2.6% | +0.1% | +2.6% | +2.6% |
| 3M | +13.4% | +2.0% | +11.4% | +13.0% |
| 6M | +16.0% | +13.0% | +3.0% | +10.1% |
| YTD | +25.9% | +13.5% | +12.3% | +19.3% |
| 1Y | +28.6% | +20.0% | +8.6% | +25.5% |
| All | +28.6% | +20.8% | +7.8% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling