-38.1%
LMND vs SPY
+162.3%
-200.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +6.4% |
| 7D | +3.6% | +3.3% | +0.3% | -3.4% |
| 30D | -3.9% | -2.7% | -1.2% | +2.4% |
| 3M | -16.8% | -1.7% | -15.1% | -13.0% |
| 6M | -22.1% | +3.1% | -25.2% | -25.6% |
| YTD | -39.6% | +11.9% | -51.5% | -50.9% |
| 1Y | -44.2% | +12.0% | -56.2% | -54.5% |
| 3Y | +202.1% | +78.2% | +123.9% | -3.1% |
| 5Y | -32.8% | +73.2% | -106.1% | -74.8% |
| All | -38.1% | +162.3% | -200.4% | -87.6% |
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