-45.8%
LZ vs SPY
+77.4%
-123.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -24.3% | +0.1% | -24.4% | -24.3% |
| 3M | +5.7% | +2.0% | +3.7% | +3.3% |
| 6M | -7.7% | +13.0% | -20.7% | -19.7% |
| YTD | -38.3% | +13.5% | -51.8% | -46.4% |
| 1Y | -43.5% | +20.0% | -63.5% | -54.0% |
| All | -45.8% | +77.4% | -123.1% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling