-40.8%
LASE vs SPY
+75.1%
-115.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.6% |
| 7D | -22.7% | -2.7% | -20.0% | -19.2% |
| 30D | -30.7% | -5.4% | -25.4% | -24.0% |
| 3M | -54.2% | -4.1% | -50.1% | -50.5% |
| 6M | -28.9% | +0.7% | -29.6% | -27.8% |
| YTD | -78.7% | +8.7% | -87.3% | -80.8% |
| 1Y | -84.1% | +10.9% | -95.0% | -86.0% |
| 3Y | -40.8% | +75.0% | -115.8% | -73.4% |
| All | -40.8% | +75.1% | -115.9% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling