-13.3%
LAND vs SPY
+519.7%
-533.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -5.3% | -2.7% | -2.6% | -3.6% |
| 30D | -26.3% | -5.4% | -20.9% | -23.6% |
| 3M | -14.5% | -4.1% | -10.4% | -12.1% |
| 6M | -26.0% | +0.7% | -26.7% | -26.6% |
| YTD | -19.3% | +8.7% | -28.0% | -24.0% |
| 1Y | -20.1% | +10.9% | -31.0% | -25.7% |
| 3Y | -43.3% | +75.0% | -118.3% | -61.9% |
| 5Y | -66.2% | +67.8% | -134.0% | -76.7% |
| 10Y | +4.0% | +312.9% | -308.9% | -55.5% |
| All | -13.3% | +519.7% | -533.1% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling