-47.0%
LWLG vs SPY
+82.3%
-129.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | -0.5% |
| 7D | -2.2% | -0.8% | -1.5% | -0.6% |
| 30D | -34.7% | -1.1% | -33.6% | -33.1% |
| 3M | -47.9% | +3.9% | -51.8% | -50.8% |
| 6M | +4.2% | +13.6% | -9.4% | -16.9% |
| YTD | +61.4% | +12.7% | +48.7% | +31.9% |
| 1Y | +70.4% | +17.5% | +52.9% | +30.8% |
| 3Y | -5.1% | +76.9% | -82.0% | -70.4% |
| All | -47.0% | +82.3% | -129.3% | -80.3% |
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