+170.0%
LIND vs SPY
+498.5%
-328.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 6M | +40.7% | +13.0% | +27.7% | +19.3% |
| YTD | +79.4% | +13.5% | +65.9% | +51.4% |
| 1Y | +78.7% | +20.0% | +58.7% | +39.1% |
| 3Y | +191.7% | +77.2% | +114.5% | +33.6% |
| 5Y | +85.1% | +81.9% | +3.2% | -13.5% |
| 10Y | +172.9% | +314.1% | -141.2% | -32.9% |
| All | +170.0% | +498.5% | -328.4% | -37.5% |
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