0.0%
LAND vs SPY
+304.1%
-304.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -6.1% | -0.6% | -5.6% | -5.8% |
| 30D | -27.0% | -3.7% | -23.4% | -25.2% |
| 3M | -14.0% | -2.7% | -11.3% | -12.4% |
| 6M | -27.0% | +2.2% | -29.2% | -28.4% |
| YTD | -20.9% | +10.8% | -31.8% | -26.8% |
| 1Y | -25.6% | +11.2% | -36.8% | -31.3% |
| 3Y | -41.8% | +76.5% | -118.3% | -62.2% |
| 5Y | -66.8% | +72.9% | -139.7% | -78.2% |
| 10Y | 0.0% | +304.8% | -304.9% | -55.9% |
| All | 0.0% | +304.1% | -304.2% | -55.9% |
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