-19.0%
LWLG vs SPY
+14.6%
-33.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -13.9% |
| 7D | -8.7% | -0.7% | -8.0% | -7.2% |
| 30D | -22.5% | -1.0% | -21.5% | -19.6% |
| 3M | -45.9% | -0.3% | -45.6% | -44.9% |
| 6M | -72.8% | +7.3% | -80.1% | -77.1% |
| YTD | +32.7% | +13.3% | +19.4% | -3.2% |
| 1Y | -19.0% | +14.8% | -33.8% | -43.6% |
| All | -19.0% | +14.6% | -33.7% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling