+231.4%
LWLG vs SPY
+756.2%
-524.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.1% |
| 7D | +9.2% | +0.5% | +8.6% | +8.6% |
| 30D | -30.9% | -0.9% | -30.0% | -30.4% |
| 3M | -45.6% | +3.9% | -49.5% | -46.7% |
| 6M | +33.3% | +14.5% | +18.8% | +21.8% |
| YTD | +72.8% | +12.9% | +59.9% | +60.4% |
| 1Y | +81.8% | +19.4% | +62.5% | +63.3% |
| 3Y | -0.5% | +78.5% | -79.0% | -32.5% |
| 5Y | -42.7% | +81.8% | -124.4% | -59.2% |
| 10Y | +735.8% | +311.5% | +424.3% | +279.9% |
| All | +231.4% | +756.2% | -524.9% | +6.4% |
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 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