+2,334.3%
LARK vs SPY
+2,842.8%
-508.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | +3.0% | +0.5% | +2.4% | +2.9% |
| 30D | +2.2% | -0.9% | +3.2% | +2.4% |
| 3M | +14.6% | +3.9% | +10.7% | +13.8% |
| 6M | +25.7% | +14.5% | +11.2% | +22.8% |
| YTD | +26.8% | +12.9% | +13.8% | +24.1% |
| 1Y | +29.9% | +19.4% | +10.5% | +26.0% |
| 3Y | +119.9% | +78.5% | +41.5% | +99.1% |
| 5Y | +70.8% | +81.8% | -10.9% | +53.3% |
| 10Y | +129.3% | +311.5% | -182.2% | +82.6% |
| All | +2,334.3% | +2,842.8% | -508.5% | +1,226.6% |
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