+71.1%
LARK vs SPY
+79.8%
-8.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.5% | -2.0% | +3.5% | +1.8% |
| 30D | +1.8% | -1.7% | +3.5% | +2.1% |
| 3M | +12.8% | +4.7% | +8.0% | +11.7% |
| 6M | +26.5% | +12.5% | +14.0% | +23.7% |
| YTD | +26.8% | +11.7% | +15.0% | +24.1% |
| 1Y | +31.6% | +17.5% | +14.1% | +27.7% |
| 3Y | +119.9% | +76.6% | +43.4% | +101.6% |
| 5Y | +71.1% | +82.0% | -11.0% | +53.7% |
| All | +71.1% | +79.8% | -8.7% | +53.7% |
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