+854.8%
LGND vs SPY
+3,059.5%
-2,204.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +0.4% | -0.4% | +0.8% | +0.8% |
| 30D | -2.6% | -1.4% | -1.2% | -1.0% |
| 3M | +18.4% | +3.7% | +14.7% | +13.0% |
| 6M | +38.4% | +13.0% | +25.4% | +19.4% |
| YTD | +52.4% | +12.4% | +40.0% | +32.2% |
| 1Y | +74.1% | +18.5% | +55.6% | +41.4% |
| 3Y | +356.9% | +77.6% | +279.2% | +127.9% |
| 5Y | +239.6% | +81.7% | +157.9% | +64.5% |
| 10Y | +316.7% | +319.7% | -3.0% | -26.3% |
| All | +854.8% | +3,059.5% | -2,204.7% | -76.9% |
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