+269.2%
LIND vs SPY
+484.2%
-215.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.4% |
| 7D | +8.0% | -0.6% | +8.6% | +9.0% |
| 30D | -1.3% | -3.7% | +2.4% | +4.4% |
| 3M | +7.1% | -2.7% | +9.8% | +11.6% |
| 6M | +67.6% | +2.2% | +65.4% | +62.9% |
| YTD | +145.3% | +10.8% | +134.5% | +114.6% |
| 1Y | +189.7% | +11.2% | +178.4% | +151.9% |
| 3Y | +476.1% | +76.5% | +399.6% | +164.3% |
| 5Y | +109.0% | +72.9% | +36.1% | +4.6% |
| 10Y | +293.4% | +304.8% | -11.4% | +0.2% |
| All | +269.2% | +484.2% | -215.0% | -11.4% |
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