-28.5%
LMND vs SPY
+161.9%
-190.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +2.1% |
| 7D | -9.9% | -2.0% | -7.9% | -6.0% |
| 30D | -6.2% | -1.7% | -4.5% | -2.6% |
| 3M | -11.2% | +4.7% | -15.9% | -18.2% |
| 6M | -10.5% | +12.5% | -23.0% | -29.1% |
| YTD | -30.3% | +11.7% | -42.0% | -43.4% |
| 1Y | +0.9% | +17.5% | -16.6% | -24.6% |
| 3Y | +280.7% | +76.6% | +204.2% | +25.3% |
| 5Y | -33.6% | +82.0% | -115.6% | -77.0% |
| All | -28.5% | +161.9% | -190.4% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling