+483.7%
LAUR vs SPY
+289.1%
+194.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | -3.4% | -1.4% | -2.1% | -2.3% |
| 3M | +2.2% | +3.7% | -1.5% | -1.5% |
| 6M | +5.1% | +13.0% | -7.9% | -6.4% |
| YTD | +6.9% | +12.4% | -5.5% | -4.3% |
| 1Y | +30.6% | +18.5% | +12.1% | +11.3% |
| 3Y | +182.8% | +77.6% | +105.1% | +63.7% |
| 5Y | +373.6% | +81.7% | +291.9% | +162.3% |
| All | +483.7% | +289.1% | +194.6% | +47.0% |
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