+96.7%
LAZ vs SPY
+312.5%
-215.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.1% |
| 30D | 0.0% | -1.4% | +1.4% | +2.0% |
| 3M | -8.7% | +3.7% | -12.4% | -12.3% |
| 6M | +1.0% | +13.0% | -12.0% | -12.8% |
| YTD | -9.3% | +12.4% | -21.7% | -21.0% |
| 1Y | -19.5% | +18.5% | -38.0% | -34.5% |
| 3Y | +48.0% | +77.6% | -29.6% | -25.7% |
| 5Y | +14.3% | +81.7% | -67.3% | -43.8% |
| 10Y | +96.7% | +319.7% | -222.9% | -63.4% |
| All | +96.7% | +312.5% | -215.8% | -63.4% |
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