-67.6%
LNZA vs SPY
+20.8%
-88.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.1% |
| 7D | -0.8% | +0.1% | -0.9% | -1.1% |
| 30D | -4.4% | +0.1% | -4.4% | -4.5% |
| 3M | -12.4% | +2.0% | -14.4% | -15.1% |
| 6M | -34.8% | +13.0% | -47.8% | -47.2% |
| YTD | -55.5% | +13.5% | -69.1% | -63.6% |
| 1Y | -67.6% | +20.0% | -87.5% | -79.3% |
| All | -67.6% | +20.8% | -88.4% | -79.3% |
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 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