+7.9%
LASR vs SPY
+14.6%
-6.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -14.6% |
| 7D | -14.3% | -0.7% | -13.6% | -12.7% |
| 30D | -16.5% | -1.0% | -15.4% | -13.7% |
| 3M | -57.3% | -0.3% | -56.9% | -57.1% |
| 6M | -52.5% | +7.3% | -59.8% | -61.4% |
| YTD | -12.1% | +13.3% | -25.4% | -38.5% |
| 1Y | +7.9% | +14.8% | -6.9% | -27.5% |
| All | +7.9% | +14.6% | -6.7% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling