-15.7%
LZM vs SPY
+18.1%
-33.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -5.1% |
| 7D | -7.5% | -0.8% | -6.8% | -5.8% |
| 30D | +0.3% | -1.1% | +1.3% | +2.8% |
| 3M | -0.3% | +3.9% | -4.1% | -9.2% |
| 6M | -11.7% | +13.6% | -25.3% | -31.0% |
| YTD | -8.0% | +12.7% | -20.6% | -27.1% |
| 1Y | -15.7% | +17.5% | -33.2% | -38.7% |
| All | -15.7% | +18.1% | -33.8% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling