-36.3%
LMND vs SPY
+161.3%
-197.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.6% |
| 7D | +11.7% | +2.6% | +9.1% | +5.7% |
| 30D | +0.8% | -2.0% | +2.7% | +5.7% |
| 3M | -16.6% | -2.8% | -13.8% | -10.9% |
| 6M | -16.4% | +2.1% | -18.6% | -18.6% |
| YTD | -37.9% | +11.5% | -49.4% | -49.2% |
| 1Y | -36.9% | +13.5% | -50.3% | -50.0% |
| 3Y | +208.4% | +77.7% | +130.7% | -0.5% |
| 5Y | -30.9% | +72.6% | -103.5% | -73.8% |
| All | -36.3% | +161.3% | -197.7% | -87.1% |
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