+279.2%
LMND vs SPY
+76.5%
+202.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -1.6% |
| 7D | -7.4% | -0.4% | -7.0% | -6.5% |
| 30D | -6.6% | -1.4% | -5.2% | -3.5% |
| 3M | -8.1% | +3.7% | -11.8% | -13.8% |
| 6M | -10.7% | +13.0% | -23.7% | -30.1% |
| YTD | -30.9% | +12.4% | -43.2% | -44.7% |
| 1Y | -6.9% | +18.5% | -25.4% | -31.6% |
| All | +279.2% | +76.5% | +202.6% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling