+175.4%
LIND vs SPY
+312.5%
-137.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.7% |
| 7D | -0.1% | -0.4% | +0.2% | +0.5% |
| 30D | -23.2% | -1.4% | -21.9% | -21.4% |
| 3M | +13.9% | +3.7% | +10.2% | +7.2% |
| 6M | +42.4% | +13.0% | +29.4% | +18.1% |
| YTD | +75.9% | +12.4% | +63.5% | +47.4% |
| 1Y | +87.4% | +18.5% | +68.9% | +43.7% |
| 3Y | +203.0% | +77.6% | +125.4% | +22.2% |
| 5Y | +85.0% | +81.7% | +3.3% | -23.7% |
| 10Y | +175.4% | +319.7% | -144.3% | -52.0% |
| All | +175.4% | +312.5% | -137.2% | -52.0% |
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 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