+92.5%
LIND vs SPY
+81.8%
+10.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +3.6% |
| 7D | +3.7% | +0.5% | +3.2% | +2.7% |
| 30D | -21.8% | -0.9% | -20.9% | -20.5% |
| 3M | +24.1% | +3.9% | +20.2% | +16.0% |
| 6M | +48.8% | +14.5% | +34.3% | +18.8% |
| YTD | +84.1% | +12.9% | +71.2% | +50.9% |
| 1Y | +89.6% | +19.4% | +70.3% | +40.7% |
| 3Y | +217.2% | +78.5% | +138.7% | +14.4% |
| 5Y | +92.5% | +81.8% | +10.8% | -30.0% |
| All | +92.5% | +81.8% | +10.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling