-41.4%
LMND vs SPY
+163.2%
-204.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +0.7% |
| 7D | -11.4% | -0.9% | -10.5% | -9.5% |
| 30D | -9.9% | -2.4% | -7.6% | -4.7% |
| 3M | -23.1% | -1.2% | -21.9% | -20.6% |
| 6M | -26.1% | +3.3% | -29.4% | -29.7% |
| YTD | -42.9% | +12.3% | -55.2% | -53.9% |
| 1Y | -48.6% | +12.4% | -61.1% | -58.4% |
| 3Y | +185.9% | +78.8% | +107.1% | -8.9% |
| 5Y | -38.3% | +75.2% | -113.4% | -77.3% |
| All | -41.4% | +163.2% | -204.6% | -88.3% |
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