-87.7%
LENZ vs SPY
+18.8%
-106.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.2% |
| 7D | -15.3% | -0.4% | -15.0% | -14.8% |
| 30D | -8.4% | -1.4% | -7.0% | -6.5% |
| 3M | -27.7% | +3.7% | -31.4% | -32.3% |
| 6M | -60.1% | +13.0% | -73.1% | -68.6% |
| YTD | -69.3% | +12.4% | -81.7% | -75.8% |
| 1Y | -87.7% | +18.5% | -106.2% | -90.5% |
| All | -87.7% | +18.8% | -106.5% | -90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling