LENZ vs SPY 1 Year Daily ReturnsLENZ has a beta of 1.66. In the past year, LENZ has been more volatile than the S&P500.

LENZ Historical BetaSince 2024-08-19, the beta for LENZ changed by +0.29 and had an average of 1.67.

LENZ Sharpe RatioLENZ has a 1 year sharpe of 1.17 which is +0.83 compared to the S&P500.

LENZ Daily P/L Normal DistributionLENZ has a P/L mean of 0.35% and a std dev of 4.33%. A daily 1σ move is between $NaN and $NaN.

LENZ 1 Year DrawdownLENZ had a max drawdown of 50.98% in the previous year.

LENZ Yearly Drawdown DurationLENZ has an average drawdown duration of 19.91 days every year.