-11.2%
LW vs SPY
+17.9%
-29.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -8.2% | -0.4% | -7.8% | -8.1% |
| 30D | -7.1% | -1.4% | -5.7% | -6.8% |
| 3M | +11.3% | +3.7% | +7.6% | +10.2% |
| 6M | +6.9% | +13.0% | -6.1% | +1.8% |
| YTD | +17.7% | +12.4% | +5.3% | +11.8% |
| All | -11.2% | +17.9% | -29.1% | -22.9% |
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