+25.1%
LANDP vs SPY
+88.1%
-63.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -4.7% | +0.1% | -4.8% | -4.8% |
| 3M | +1.0% | +2.0% | -1.0% | +0.6% |
| 6M | +7.0% | +13.0% | -6.0% | +4.4% |
| YTD | +12.9% | +13.5% | -0.6% | +10.0% |
| 1Y | +13.4% | +20.0% | -6.6% | +9.1% |
| 3Y | +32.6% | +77.2% | -44.6% | +5.9% |
| All | +25.1% | +88.1% | -63.0% | -0.4% |
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 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