+369.9%
LWAY vs SPY
+81.8%
+288.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | -3.7% | +0.5% | -4.3% | -4.1% |
| 30D | -20.8% | -0.9% | -19.8% | -20.4% |
| 3M | +6.2% | +3.9% | +2.3% | +2.7% |
| 6M | +17.4% | +14.5% | +2.9% | +5.3% |
| YTD | +3.0% | +12.9% | -9.9% | -6.8% |
| 1Y | -20.2% | +19.4% | -39.5% | -30.9% |
| 3Y | +122.8% | +78.5% | +44.3% | +40.1% |
| 5Y | +369.9% | +81.8% | +288.1% | +184.5% |
| All | +369.9% | +81.8% | +288.1% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling