-98.7%
LZMH vs SPY
+31.3%
-130.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +4.1% | +0.1% | +4.0% | +4.0% |
| 3M | +16.4% | +2.0% | +14.4% | +18.3% |
| 6M | -95.0% | +13.0% | -108.1% | -94.1% |
| YTD | -96.1% | +13.5% | -109.7% | -95.4% |
| 1Y | -98.2% | +20.0% | -118.2% | -97.8% |
| All | -98.7% | +31.3% | -130.0% | -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 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