Lindy Life Sci

63c55fa557feef108efd089e

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
WST West Pharmaceutical Services Inc 1999-11-02 2023-09-29 Equity
TMO Thermo Fisher Scientific Inc 1999-11-02 2023-09-29 Equity
Benchmark
SPY SPDR S&P 500 ETF Trust 1999-11-02 2023-09-29 ETF

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
WST 0.01 0.24 -6.86 1.62 47.75 11.14 24.30 23.77 13.91 1999-11-02
TMO 1.54 0.89 -6.94 -0.69 -1.95 5.84 15.60 18.21 16.47 1999-11-02
Benchmark 0.28 -0.76 -2.61 -1.42 14.21 8.58 8.22 9.82 5.71 1999-11-02
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
WST 0.76 1.14 1.53 36.50 32.02 31.66 26.92 28.24 1999-11-02
TMO 0.71 1.05 1.24 24.97 26.64 27.91 23.81 27.31 1999-11-02
Benchmark 0.61 0.62 0.58 14.35 15.11 17.87 14.59 17.16 1999-11-02
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
WST 3.99 1.26 2.28 2.14 1.42 1999-11-02
TMO -0.04 0.69 1.53 1.66 1.59 1999-11-02
Benchmark 1.23 0.78 0.77 0.88 0.55 1999-11-02

Correlation Matrix

WST TMO
WST 1 0.38
TMO 0.38 1
Documentation

Policy Report

Expected Risk

23.11%

Unique Bets

1.44

Back Test Report

Key Statistics

Returns

Portfolio
18.51%
Benchmark
8.6%

Risk

Portfolio
22.91%
Benchmark
17.1%

Sharpe Ratio

Portfolio
0.76
Benchmark
0.44

Excess Returns

9.91%

Tracking Error

15.92%

Risk Free Rate

2.19%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

4.26

Skew

0.04

Excess Kurtosis

6.75

Excess Skew

-0.23

Documentation

Factor Analysis

Factor Coefficients

Intercept

0.0004

Adjusted R2

0.52

Documentation

Factor Attribution

Documentation

Specification You may be able to interact with your portfolio programmatically. This is new functionality that is still a work in progress. Go Reference
name: Lindy Life Sci
benchmark:
    id: SPY
assets:
    - type: Security
      id: WST
    - type: Security
      id: TMO
policy:
    rebalancing_interval: Quarterly
    weights_algorithm: EqualWeight
    weights_updating_interval: Never