+2,333.6%
LARK vs SPY
+2,805.4%
-471.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.4% | +2.6% | -0.2% | +1.9% |
| 30D | +3.0% | -2.0% | +4.9% | +3.3% |
| 3M | +0.7% | -2.8% | +3.5% | +1.1% |
| 6M | +18.9% | +2.1% | +16.8% | +18.4% |
| YTD | +26.7% | +11.5% | +15.2% | +24.3% |
| 1Y | +29.1% | +13.5% | +15.6% | +26.3% |
| 3Y | +125.8% | +77.7% | +48.1% | +104.6% |
| 5Y | +60.8% | +72.6% | -11.8% | +45.5% |
| 10Y | +120.5% | +308.2% | -187.7% | +75.8% |
| All | +2,333.6% | +2,805.4% | -471.8% | +1,228.7% |
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 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