+322.9%
LAZ vs SPY
+866.2%
-543.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +2.9% | +0.1% | +2.8% | +2.9% |
| 3M | -6.2% | +2.0% | -8.2% | -8.0% |
| 6M | -4.9% | +13.0% | -17.9% | -18.4% |
| YTD | -4.4% | +13.5% | -17.9% | -18.3% |
| 1Y | -17.4% | +20.0% | -37.4% | -34.6% |
| 3Y | +47.1% | +77.2% | -30.1% | -29.1% |
| 5Y | +18.8% | +81.9% | -63.1% | -44.5% |
| 10Y | +104.5% | +314.1% | -209.5% | -68.5% |
| All | +322.9% | +866.2% | -543.3% | -74.1% |
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