Lindy Life Sci

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Assets
West Pharmaceutical Services Inc (WST)
Thermo Fisher Scientific Inc (TMO)
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (16y 17d)

Returns (annualized)

Portfolio 18.69%
Benchmark 10.77%

Risk (annualized)

Portfolio 24.39%
Benchmark 20.18%

Sharpe (annualized)

Portfolio 0.78
Benchmark 0.56

Excess Return (annualized)

7.92%

Tracking Error (annualized)

17.11%

Risk Free Rate (annualized)

0.97%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

4.49

Skew

0.03
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.8393 0.8393
Style Factor -0.2587 -0.2587
Size Factor 0.1026 0.1026
U.S. Tilt (Non U.S.) 0.4445 0.4445

Adjusted R2

Portfolio 0.53
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution