-2.5%
LW vs SPY
+11.8%
-14.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +1.0% | +3.3% | -2.3% | +0.1% |
| 30D | +7.0% | -2.7% | +9.7% | +7.5% |
| 3M | +4.7% | -1.7% | +6.5% | +5.0% |
| 6M | +35.3% | +3.1% | +32.2% | +34.2% |
| YTD | +36.1% | +11.9% | +24.2% | +29.4% |
| 1Y | -2.5% | +12.0% | -14.5% | -5.6% |
| All | -2.5% | +11.8% | -14.3% | -5.6% |
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