+122.6%
LW vs SPY
+304.1%
-181.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +4.7% | -0.6% | +5.3% | +5.2% |
| 30D | +20.1% | -3.7% | +23.8% | +23.5% |
| 3M | +11.0% | -2.7% | +13.7% | +13.3% |
| 6M | +37.9% | +2.2% | +35.7% | +34.9% |
| YTD | +40.7% | +10.8% | +29.9% | +28.9% |
| 1Y | -2.4% | +11.2% | -13.6% | -11.1% |
| 3Y | -34.5% | +76.5% | -111.0% | -59.2% |
| 5Y | +7.8% | +72.9% | -65.2% | -32.4% |
| 10Y | +122.6% | +304.8% | -182.2% | -27.2% |
| All | +122.6% | +304.1% | -181.5% | -27.2% |
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