+301.0%
LGND vs SPY
+322.5%
-21.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.6% |
| 7D | -0.4% | -0.8% | +0.4% | +0.4% |
| 30D | -3.0% | -1.1% | -1.9% | -1.9% |
| 3M | +11.7% | +3.9% | +7.9% | +6.9% |
| 6M | +28.6% | +13.6% | +15.0% | +11.5% |
| YTD | +50.5% | +12.7% | +37.8% | +31.5% |
| 1Y | +70.3% | +17.5% | +52.8% | +41.7% |
| 3Y | +347.1% | +76.9% | +270.2% | +135.1% |
| 5Y | +233.3% | +83.6% | +149.7% | +68.5% |
| All | +301.0% | +322.5% | -21.5% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling