+266.5%
LWAY vs SPY
+74.0%
+192.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.9% |
| 7D | -5.9% | +3.3% | -9.2% | -8.0% |
| 30D | -7.6% | -2.7% | -4.9% | -5.8% |
| 3M | -28.5% | -1.7% | -26.8% | -27.8% |
| 6M | -17.6% | +3.1% | -20.7% | -20.1% |
| YTD | -13.8% | +11.9% | -25.7% | -21.6% |
| 1Y | -8.2% | +12.0% | -20.2% | -16.5% |
| 3Y | +65.7% | +78.2% | -12.5% | +3.9% |
| 5Y | +266.5% | +73.2% | +193.3% | +126.4% |
| All | +266.5% | +74.0% | +192.5% | +126.4% |
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