+575.8%
LZB vs SPY
+3,045.4%
-2,469.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | -0.3% | +3.3% | -3.6% | -3.8% |
| 30D | +8.7% | -2.7% | +11.3% | +11.6% |
| 3M | -20.2% | -1.7% | -18.4% | -18.9% |
| 6M | -7.1% | +3.1% | -10.2% | -11.0% |
| YTD | -10.9% | +11.9% | -22.8% | -22.3% |
| 1Y | +7.4% | +12.0% | -4.6% | -6.5% |
| 3Y | +16.3% | +78.2% | -61.9% | -40.6% |
| 5Y | -2.5% | +73.2% | -75.8% | -48.6% |
| 10Y | +53.3% | +309.6% | -256.4% | -69.0% |
| All | +575.8% | +3,045.4% | -2,469.6% | -53.6% |
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 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