+272.7%
LIND vs SPY
+486.3%
-213.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +1.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -0.3% | -3.3% | +3.0% | +4.8% |
| 3M | +5.2% | -2.4% | +7.6% | +9.1% |
| 6M | +69.2% | +2.6% | +66.6% | +63.5% |
| YTD | +147.6% | +11.2% | +136.3% | +115.5% |
| 1Y | +194.3% | +13.4% | +180.9% | +149.0% |
| 3Y | +499.0% | +79.9% | +419.1% | +167.5% |
| 5Y | +105.4% | +72.2% | +33.2% | +3.3% |
| 10Y | +321.0% | +307.3% | +13.7% | +6.6% |
| All | +272.7% | +486.3% | -213.7% | -11.0% |
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 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