-24.4%
LAND vs SPY
+80.4%
-104.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | +20.6% | +0.1% | +20.5% | +20.5% |
| 3M | +7.1% | +2.0% | +5.1% | +5.9% |
| 6M | -15.7% | +13.0% | -28.7% | -21.4% |
| YTD | +11.8% | +13.5% | -1.8% | +3.9% |
| 1Y | +15.6% | +20.0% | -4.3% | +4.2% |
| All | -24.4% | +80.4% | -104.8% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling