-46.1%
LW vs SPY
+78.7%
-124.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -6.1% | +0.5% | -6.6% | -6.4% |
| 30D | -5.5% | -0.9% | -4.5% | -5.0% |
| 3M | +16.9% | +3.9% | +13.0% | +13.9% |
| 6M | +9.1% | +14.5% | -5.4% | -0.4% |
| YTD | +20.9% | +12.9% | +7.9% | +11.2% |
| 1Y | -11.5% | +19.4% | -30.9% | -21.9% |
| 3Y | -46.1% | +78.5% | -124.5% | -64.8% |
| All | -46.1% | +78.7% | -124.8% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling