-64.9%
LAND vs SPY
+67.4%
-132.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.4% |
| 7D | -5.3% | -2.7% | -2.6% | -3.3% |
| 30D | -26.3% | -5.4% | -20.9% | -23.1% |
| 3M | -14.5% | -4.1% | -10.4% | -11.8% |
| 6M | -26.0% | +0.7% | -26.7% | -26.7% |
| YTD | -19.3% | +8.7% | -28.0% | -25.0% |
| 1Y | -20.1% | +10.9% | -31.0% | -26.9% |
| 3Y | -43.3% | +75.0% | -118.3% | -66.8% |
| All | -64.9% | +67.4% | -132.2% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling