-84.3%
LZ vs SPY
+84.0%
-168.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.4% | -9.3% | -7.9% |
| 7D | -10.3% | -4.7% | -5.6% | -3.9% |
| 30D | +3.2% | -5.9% | +9.1% | +12.2% |
| 3M | -26.5% | -4.5% | -21.9% | -21.5% |
| 6M | -11.3% | +1.8% | -13.0% | -13.9% |
| YTD | -40.0% | +8.3% | -48.4% | -46.5% |
| 1Y | -41.5% | +9.3% | -50.8% | -48.6% |
| 3Y | -43.6% | +74.9% | -118.5% | -75.3% |
| 5Y | -76.4% | +67.3% | -143.6% | -89.1% |
| All | -84.3% | +84.0% | -168.3% | -93.5% |
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