-78.3%
LASE vs SPY
+120.4%
-198.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.2% | -7.0% |
| 7D | +5.0% | +3.3% | +1.7% | +0.7% |
| 30D | -30.1% | -2.7% | -27.5% | -26.8% |
| 3M | -55.9% | -1.7% | -54.2% | -54.2% |
| 6M | -33.3% | +3.1% | -36.4% | -34.5% |
| YTD | -77.3% | +11.9% | -89.2% | -80.1% |
| 1Y | -82.5% | +12.0% | -94.4% | -84.6% |
| 3Y | -32.6% | +78.2% | -110.8% | -64.2% |
| All | -78.3% | +120.4% | -198.7% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling