+82.6%
LWAY vs SPY
+318.9%
-236.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -3.2% | -2.0% | -1.3% | -2.0% |
| 30D | -16.3% | -1.7% | -14.7% | -15.6% |
| 3M | +4.2% | +4.7% | -0.5% | +0.7% |
| 6M | +15.6% | +12.5% | +3.1% | +6.7% |
| YTD | +2.5% | +11.7% | -9.2% | -5.1% |
| 1Y | -23.1% | +17.5% | -40.6% | -31.1% |
| 3Y | +121.7% | +76.6% | +45.1% | +53.0% |
| 5Y | +379.3% | +82.0% | +297.3% | +221.9% |
| All | +82.6% | +318.9% | -236.3% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling