+73.8%
LAZ vs SPY
+307.0%
-233.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | +5.5% | +2.6% | +2.9% | +1.9% |
| 30D | +18.1% | -2.0% | +20.1% | +21.4% |
| 3M | -10.0% | -2.8% | -7.2% | -6.3% |
| 6M | -8.5% | +2.1% | -10.6% | -10.1% |
| YTD | -13.0% | +11.5% | -24.5% | -23.3% |
| 1Y | -15.7% | +13.5% | -29.1% | -27.3% |
| 3Y | +74.6% | +77.7% | -3.1% | -12.2% |
| 5Y | +8.2% | +72.6% | -64.4% | -43.2% |
| All | +73.8% | +307.0% | -233.2% | -66.9% |
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