+486.1%
LAUR vs SPY
+290.1%
+196.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.0% |
| 30D | -2.3% | -1.1% | -1.3% | -1.4% |
| 3M | -4.8% | +3.9% | -8.7% | -8.3% |
| 6M | +8.5% | +13.6% | -5.1% | -3.8% |
| YTD | +7.3% | +12.7% | -5.4% | -4.1% |
| 1Y | +24.4% | +17.5% | +6.9% | +6.8% |
| 3Y | +179.8% | +76.9% | +102.9% | +62.6% |
| 5Y | +362.3% | +83.6% | +278.7% | +153.3% |
| All | +486.1% | +290.1% | +196.0% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling