+115.3%
LW vs SPY
+308.0%
-192.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +1.0% | +3.3% | -2.3% | -1.5% |
| 30D | +7.0% | -2.7% | +9.7% | +9.1% |
| 3M | +4.7% | -1.7% | +6.5% | +6.0% |
| 6M | +35.3% | +3.1% | +32.2% | +31.4% |
| YTD | +36.1% | +11.9% | +24.2% | +23.7% |
| 1Y | -2.5% | +12.0% | -14.5% | -11.7% |
| 3Y | -36.7% | +78.2% | -114.8% | -60.9% |
| 5Y | +8.0% | +73.2% | -65.2% | -32.2% |
| 10Y | +118.5% | +309.6% | -191.2% | -29.2% |
| All | +115.3% | +308.0% | -192.7% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling