-83.8%
LZ vs SPY
+92.9%
-176.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | -24.3% | +0.1% | -24.4% | -24.3% |
| 3M | +5.7% | +2.0% | +3.7% | +2.4% |
| 6M | -7.7% | +13.0% | -20.7% | -22.6% |
| YTD | -38.3% | +13.5% | -51.8% | -48.4% |
| 1Y | -43.5% | +20.0% | -63.5% | -56.4% |
| 3Y | -45.8% | +77.2% | -123.0% | -76.6% |
| 5Y | -82.9% | +81.9% | -164.8% | -93.0% |
| All | -83.8% | +92.9% | -176.7% | -93.8% |
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 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