+290.8%
LAZ vs SPY
+843.1%
-552.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.3% |
| 7D | +7.1% | -0.6% | +7.7% | +8.0% |
| 30D | +13.2% | -3.7% | +16.9% | +19.2% |
| 3M | -2.5% | -2.7% | +0.2% | +1.5% |
| 6M | -11.5% | +2.2% | -13.7% | -13.3% |
| YTD | -11.6% | +10.8% | -22.5% | -21.9% |
| 1Y | -15.8% | +11.2% | -27.1% | -25.9% |
| 3Y | +73.1% | +76.5% | -3.3% | -15.9% |
| 5Y | +11.4% | +72.9% | -61.6% | -44.2% |
| 10Y | +82.4% | +304.8% | -222.4% | -71.0% |
| All | +290.8% | +843.1% | -552.3% | -75.3% |
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 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