+88.2%
LENS vs SPY
+28.8%
+59.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | +4.4% | -1.1% | +5.5% | +5.0% |
| 3M | +12.8% | +3.9% | +8.9% | +10.4% |
| 6M | -1.1% | +13.6% | -14.7% | -7.4% |
| YTD | +20.5% | +12.7% | +7.8% | +13.4% |
| 1Y | +48.3% | +17.5% | +30.8% | +37.3% |
| All | +88.2% | +28.8% | +59.5% | +74.5% |
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