+201.2%
LIND vs SPY
+80.4%
+120.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | -12.6% | +0.1% | -12.7% | -12.6% |
| 30D | -24.2% | +0.1% | -24.2% | -24.2% |
| 3M | +16.6% | +2.0% | +14.6% | +12.9% |
| 6M | +40.7% | +13.0% | +27.7% | +16.9% |
| YTD | +79.4% | +13.5% | +65.9% | +48.3% |
| 1Y | +78.7% | +20.0% | +58.7% | +35.3% |
| All | +201.2% | +80.4% | +120.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling