-99.5%
LNAI vs SPY
+224.2%
-323.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -3.1% |
| 7D | -0.4% | -0.8% | +0.3% | +0.3% |
| 30D | +1.3% | -1.1% | +2.3% | +2.4% |
| 3M | -4.8% | +3.9% | -8.7% | -8.3% |
| 6M | +56.6% | +13.6% | +43.0% | +38.1% |
| YTD | -66.3% | +12.7% | -78.9% | -69.8% |
| 1Y | -85.2% | +17.5% | -102.7% | -87.3% |
| 3Y | -99.2% | +76.9% | -176.1% | -99.5% |
| 5Y | -99.6% | +83.6% | -183.2% | -99.8% |
| All | -99.5% | +224.2% | -323.7% | -99.8% |
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