+262.9%
LASR vs SPY
+80.4%
+182.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.6% |
| 7D | -6.7% | +0.1% | -6.8% | -6.8% |
| 30D | -46.8% | +0.1% | -46.8% | -47.0% |
| 3M | -46.5% | +2.0% | -48.5% | -47.9% |
| 6M | -40.2% | +13.0% | -53.2% | -51.8% |
| YTD | +6.8% | +13.5% | -6.7% | -14.3% |
| 1Y | +35.7% | +20.0% | +15.7% | +0.6% |
| All | +262.9% | +80.4% | +182.4% | +47.7% |
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 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