-49.2%
LAND vs SPY
+82.8%
-132.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | +20.6% | +0.1% | +20.5% | +20.4% |
| 3M | +7.1% | +2.0% | +5.1% | +5.2% |
| 6M | -15.7% | +13.0% | -28.7% | -23.8% |
| YTD | +11.8% | +13.5% | -1.8% | +0.6% |
| 1Y | +15.6% | +20.0% | -4.3% | -0.6% |
| 3Y | -27.7% | +77.2% | -104.9% | -57.4% |
| All | -49.2% | +82.8% | -132.0% | -70.4% |
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