-98.8%
LZMH vs SPY
+29.1%
-127.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.9% |
| 7D | -0.4% | -2.0% | +1.6% | -2.1% |
| 30D | +0.8% | -1.7% | +2.5% | -0.7% |
| 3M | -18.0% | +4.7% | -22.7% | -14.4% |
| 6M | -95.1% | +12.5% | -107.6% | -94.2% |
| YTD | -96.3% | +11.7% | -108.0% | -95.7% |
| 1Y | -98.3% | +17.5% | -115.7% | -97.9% |
| All | -98.8% | +29.1% | -127.9% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling