+51.0%
LZB vs SPY
+307.0%
-256.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +2.8% | +2.6% | +0.2% | 0.0% |
| 30D | +9.8% | -2.0% | +11.8% | +11.8% |
| 3M | -21.2% | -2.8% | -18.5% | -19.1% |
| 6M | -4.1% | +2.1% | -6.2% | -7.1% |
| YTD | -10.7% | +11.5% | -22.1% | -21.5% |
| 1Y | +8.7% | +13.5% | -4.7% | -6.4% |
| 3Y | +18.0% | +77.7% | -59.7% | -39.2% |
| 5Y | -2.3% | +72.6% | -74.9% | -47.9% |
| All | +51.0% | +307.0% | -256.0% | -71.4% |
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