-2.4%
LAND vs SPY
+307.0%
-309.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -2.0% | +2.6% | -4.6% | -3.7% |
| 30D | -27.4% | -2.0% | -25.4% | -26.4% |
| 3M | -15.7% | -2.8% | -12.9% | -14.0% |
| 6M | -25.5% | +2.1% | -27.6% | -26.8% |
| YTD | -20.9% | +11.5% | -32.4% | -27.1% |
| 1Y | -24.8% | +13.5% | -38.3% | -31.6% |
| 3Y | -42.8% | +77.7% | -120.5% | -63.0% |
| 5Y | -68.5% | +72.6% | -141.1% | -79.2% |
| All | -2.4% | +307.0% | -309.4% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling