-91.4%
LENZ vs SPY
+92.4%
-183.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.0% | -9.9% |
| 7D | +1.9% | +0.5% | +1.4% | +1.3% |
| 30D | -0.6% | -0.9% | +0.4% | +0.7% |
| 3M | -20.7% | +3.9% | -24.6% | -25.0% |
| 6M | -54.3% | +14.5% | -68.9% | -61.7% |
| YTD | -66.7% | +12.9% | -79.6% | -71.6% |
| 1Y | -86.6% | +19.4% | -105.9% | -89.3% |
| 3Y | -27.9% | +78.5% | -106.4% | -63.1% |
| 5Y | -91.8% | +81.8% | -173.5% | -95.7% |
| All | -91.4% | +92.4% | -183.8% | -94.8% |
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