+3,459.5%
LWAY vs SPY
+3,045.4%
+414.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.0% |
| 7D | -5.9% | +3.3% | -9.2% | -7.5% |
| 30D | -7.6% | -2.7% | -4.9% | -6.2% |
| 3M | -28.5% | -1.7% | -26.8% | -27.9% |
| 6M | -17.6% | +3.1% | -20.7% | -19.3% |
| YTD | -13.8% | +11.9% | -25.7% | -19.2% |
| 1Y | -8.2% | +12.0% | -20.2% | -14.0% |
| 3Y | +65.7% | +78.2% | -12.5% | +20.9% |
| 5Y | +266.5% | +73.2% | +193.3% | +169.9% |
| 10Y | +72.1% | +309.6% | -237.6% | -19.0% |
| All | +3,459.5% | +3,045.4% | +414.1% | +2,189.2% |
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