-48.2%
LINE vs SPY
+45.6%
-93.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -7.2% | +0.1% | -7.2% | -7.2% |
| 3M | -10.6% | +2.0% | -12.6% | -12.2% |
| 6M | -3.1% | +13.0% | -16.1% | -13.0% |
| YTD | +12.2% | +13.5% | -1.3% | +0.5% |
| 1Y | -0.1% | +20.0% | -20.1% | -14.2% |
| All | -48.2% | +45.6% | -93.8% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling