-46.1%
LINE vs SPY
+39.4%
-85.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +8.7% | -2.7% | +11.4% | +10.8% |
| 30D | +14.4% | -5.4% | +19.8% | +19.3% |
| 3M | -2.2% | -4.1% | +1.9% | +0.8% |
| 6M | +6.3% | +0.7% | +5.6% | +4.9% |
| YTD | +16.8% | +8.7% | +8.2% | +8.1% |
| 1Y | +15.8% | +10.9% | +4.9% | +5.4% |
| All | -46.1% | +39.4% | -85.4% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling