+174.1%
LMND vs SPY
+77.0%
+97.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.0% |
| 7D | -5.0% | -0.6% | -4.4% | -3.4% |
| 30D | -15.5% | -3.7% | -11.8% | -8.2% |
| 3M | -25.4% | -2.7% | -22.7% | -20.5% |
| 6M | -28.6% | +2.2% | -30.8% | -30.3% |
| YTD | -44.8% | +10.8% | -55.6% | -53.8% |
| 1Y | -50.2% | +11.2% | -61.4% | -58.3% |
| All | +174.1% | +77.0% | +97.1% | -20.0% |
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 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