-27.2%
LASE vs SPY
+79.0%
-106.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.4% | +12.2% | +10.8% |
| 7D | -7.4% | +0.1% | -7.4% | -7.1% |
| 30D | -18.4% | -3.3% | -15.1% | -13.3% |
| 3M | -47.0% | -2.4% | -44.6% | -44.2% |
| 6M | -30.8% | +2.6% | -33.4% | -31.7% |
| YTD | -75.5% | +11.2% | -86.8% | -78.7% |
| 1Y | -81.8% | +13.4% | -95.2% | -84.5% |
| All | -27.2% | +79.0% | -106.2% | -61.0% |
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