-79.3%
LASE vs SPY
+113.4%
-192.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.4% | -5.7% | -3.9% |
| 7D | -28.0% | -4.7% | -23.2% | -22.6% |
| 30D | -30.3% | -5.9% | -24.4% | -23.7% |
| 3M | -51.5% | -4.5% | -47.0% | -47.7% |
| 6M | -23.1% | +1.8% | -24.9% | -23.0% |
| YTD | -78.4% | +8.3% | -86.8% | -80.3% |
| 1Y | -85.1% | +9.3% | -94.5% | -86.5% |
| 3Y | -40.1% | +74.9% | -115.0% | -67.2% |
| All | -79.3% | +113.4% | -192.7% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling