-77.7%
LASE vs SPY
+118.3%
-196.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.1% |
| 7D | -10.0% | -0.6% | -9.4% | -8.8% |
| 30D | -22.2% | -3.7% | -18.5% | -17.3% |
| 3M | -52.0% | -2.7% | -49.3% | -49.4% |
| 6M | -34.0% | +2.2% | -36.2% | -34.4% |
| YTD | -76.7% | +10.8% | -87.5% | -79.3% |
| 1Y | -82.1% | +11.2% | -93.3% | -84.1% |
| 3Y | -30.6% | +76.5% | -107.1% | -62.6% |
| All | -77.7% | +118.3% | -196.0% | -87.1% |
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