+264.8%
LAZ vs SPY
+824.7%
-560.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.0% |
| 7D | +1.2% | -2.7% | +3.9% | +5.1% |
| 30D | +8.4% | -5.4% | +13.8% | +17.0% |
| 3M | -10.4% | -4.1% | -6.3% | -4.9% |
| 6M | -14.8% | +0.7% | -15.5% | -14.7% |
| YTD | -17.5% | +8.7% | -26.2% | -25.1% |
| 1Y | -19.2% | +10.9% | -30.1% | -28.5% |
| 3Y | +54.4% | +75.0% | -20.6% | -24.1% |
| 5Y | +2.4% | +67.8% | -65.3% | -46.5% |
| 10Y | +71.6% | +312.9% | -241.2% | -73.4% |
| All | +264.8% | +824.7% | -560.0% | -76.3% |
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