-93.0%
LENZ vs SPY
+89.6%
-182.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.6% | +2.4% | +20.2% | +19.4% |
| 7D | +40.7% | +0.1% | +40.6% | +42.0% |
| 30D | +17.7% | -3.3% | +21.0% | +24.6% |
| 3M | -20.0% | -2.4% | -17.5% | -16.2% |
| 6M | -57.4% | +2.6% | -59.9% | -58.4% |
| YTD | -73.2% | +11.2% | -84.4% | -76.3% |
| 1Y | -81.3% | +13.4% | -94.7% | -83.8% |
| 3Y | -44.7% | +79.9% | -124.6% | -71.4% |
| 5Y | -89.7% | +72.2% | -161.9% | -94.1% |
| All | -93.0% | +89.6% | -182.6% | -95.7% |
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