+17.8%
LANDP vs SPY
+85.4%
-67.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.6% | +3.3% | -3.8% | -1.2% |
| 30D | -3.6% | -2.7% | -0.9% | -3.1% |
| 3M | -8.4% | -1.7% | -6.7% | -8.2% |
| 6M | -5.4% | +3.1% | -8.5% | -6.1% |
| YTD | +6.3% | +11.9% | -5.6% | +3.8% |
| 1Y | +3.9% | +12.0% | -8.1% | +1.4% |
| 3Y | +32.1% | +78.2% | -46.0% | +7.0% |
| All | +17.8% | +85.4% | -67.6% | -6.0% |
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