-86.8%
LZ vs SPY
+89.4%
-176.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | -4.7% | +2.6% | -7.3% | -8.1% |
| 30D | -16.7% | -2.0% | -14.7% | -14.5% |
| 3M | -14.0% | -2.8% | -11.2% | -10.8% |
| 6M | -15.6% | +2.1% | -17.7% | -18.5% |
| YTD | -49.7% | +11.5% | -61.2% | -57.0% |
| 1Y | -49.9% | +13.5% | -63.4% | -58.2% |
| 3Y | -54.2% | +77.7% | -131.9% | -80.4% |
| 5Y | -74.7% | +72.6% | -147.3% | -88.9% |
| All | -86.8% | +89.4% | -176.2% | -94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling