-76.6%
LASE vs SPY
+121.2%
-197.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +3.1% |
| 7D | +2.0% | -0.9% | +2.9% | +4.1% |
| 30D | -15.9% | -2.4% | -13.5% | -12.3% |
| 3M | -50.0% | -1.2% | -48.8% | -48.5% |
| 6M | -28.8% | +3.3% | -32.1% | -30.3% |
| YTD | -75.5% | +12.3% | -87.8% | -78.6% |
| 1Y | -81.7% | +12.4% | -94.2% | -84.0% |
| 3Y | -27.1% | +78.8% | -105.9% | -61.5% |
| All | -76.6% | +121.2% | -197.7% | -86.7% |
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 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