+580.6%
LZB vs SPY
+3,091.8%
-2,511.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.0% |
| 7D | +1.4% | +0.1% | +1.2% | +1.2% |
| 30D | -20.4% | +0.1% | -20.4% | -20.4% |
| 3M | -9.4% | +2.0% | -11.4% | -11.9% |
| 6M | -7.1% | +13.0% | -20.2% | -19.5% |
| YTD | -10.2% | +13.5% | -23.8% | -22.7% |
| 1Y | -7.0% | +20.0% | -26.9% | -24.9% |
| 3Y | +10.3% | +77.2% | -66.9% | -43.1% |
| 5Y | +6.8% | +81.9% | -75.1% | -46.5% |
| 10Y | +48.5% | +314.1% | -265.5% | -70.1% |
| All | +580.6% | +3,091.8% | -2,511.2% | -53.9% |
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