Lindy Life Sci

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Equal Weights
Benchmark
SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From to (16y 2m 16d)

Returns (annualized)

Portfolio 18.26%
Benchmark 11.28%

Risk (annualized)

Portfolio 24.33%
Benchmark 20.11%

Sharpe (annualized)

Portfolio 0.77
Benchmark 0.58

Excess Return (annualized)

6.98%

Tracking Error (annualized)

17.12%

Risk Free Rate (annualized)

1.02%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

4.50

Skew

0.03
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.8377 0.8377
Style Factor -0.2489 -0.2489
Size Factor 0.1061 0.1061
U.S. Tilt (Non U.S.) 0.4414 0.4414

Adjusted R2

Portfolio 0.53
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution