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 3m 24d)

Returns (annualized)

Portfolio 17.65%
Benchmark 11.11%

Risk (annualized)

Portfolio 24.35%
Benchmark 20.07%

Sharpe (annualized)

Portfolio 0.75
Benchmark 0.57

Excess Return (annualized)

6.54%

Tracking Error (annualized)

17.24%

Risk Free Rate (annualized)

1.04%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

4.48

Skew

0.03
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.8341 0.8341
Style Factor -0.2303 -0.2303
Size Factor 0.1130 0.1130
U.S. Tilt (Non U.S.) 0.4350 0.4350

Adjusted R2

Portfolio 0.52
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution