-91.8%
LENZ vs SPY
+67.4%
-159.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.3% | +16.0% | +15.9% |
| 7D | +14.8% | -2.7% | +17.5% | +19.7% |
| 30D | -3.3% | -5.4% | +2.1% | +4.9% |
| 3M | -33.0% | -4.1% | -28.9% | -28.4% |
| 6M | -63.8% | +0.7% | -64.5% | -64.0% |
| YTD | -78.1% | +8.7% | -86.8% | -80.2% |
| 1Y | -84.8% | +10.9% | -95.6% | -86.5% |
| 3Y | -56.4% | +75.0% | -131.4% | -76.7% |
| All | -91.8% | +67.4% | -159.1% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling