-79.6%
LASE vs SPY
+119.6%
-199.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.5% |
| 7D | -0.2% | +2.6% | -2.8% | -3.3% |
| 30D | -30.3% | -2.0% | -28.4% | -27.8% |
| 3M | -61.6% | -2.8% | -58.8% | -59.5% |
| 6M | -40.3% | +2.1% | -42.4% | -40.6% |
| YTD | -78.7% | +11.5% | -90.2% | -81.2% |
| 1Y | -82.7% | +13.5% | -96.2% | -85.0% |
| 3Y | -33.6% | +77.7% | -111.3% | -64.5% |
| All | -79.6% | +119.6% | -199.2% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling