-90.3%
LENZ vs SPY
+93.5%
-183.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | +16.6% | +0.1% | +16.5% | +16.5% |
| 30D | +13.1% | +0.1% | +13.0% | +13.0% |
| 3M | -17.2% | +2.0% | -19.2% | -19.8% |
| 6M | -54.0% | +13.0% | -67.0% | -60.8% |
| YTD | -62.7% | +13.5% | -76.3% | -68.5% |
| 1Y | -85.1% | +20.0% | -105.0% | -88.2% |
| 3Y | -20.5% | +77.2% | -97.7% | -59.0% |
| 5Y | -91.2% | +81.9% | -173.1% | -95.5% |
| All | -90.3% | +93.5% | -183.8% | -94.3% |
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