+83.2%
LW vs SPY
+307.4%
-224.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | -6.2% | -2.0% | -4.2% | -4.7% |
| 30D | -10.0% | -1.7% | -8.4% | -8.9% |
| 3M | +8.0% | +4.7% | +3.3% | +3.9% |
| 6M | +8.1% | +12.5% | -4.4% | -1.8% |
| YTD | +15.8% | +11.7% | +4.0% | +5.5% |
| 1Y | -12.7% | +17.5% | -30.2% | -23.8% |
| 3Y | -48.3% | +76.6% | -124.9% | -67.8% |
| 5Y | -13.8% | +82.0% | -95.8% | -48.3% |
| All | +83.2% | +307.4% | -224.2% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling