-79.1%
LZ vs SPY
+67.4%
-146.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +0.3% | -12.4% | -12.5% |
| 7D | -22.1% | -2.7% | -19.4% | -18.8% |
| 30D | -9.7% | -5.4% | -4.3% | -2.6% |
| 3M | -7.6% | -4.1% | -3.5% | -2.0% |
| 6M | -16.6% | +0.7% | -17.3% | -17.8% |
| YTD | -47.3% | +8.7% | -55.9% | -53.2% |
| 1Y | -52.1% | +10.9% | -63.0% | -58.7% |
| 3Y | -49.3% | +75.0% | -124.3% | -77.9% |
| All | -79.1% | +67.4% | -146.5% | -90.6% |
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 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