-99.9%
LNKS vs SPY
+27.3%
-127.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.5% |
| 7D | +2.1% | -2.0% | +4.1% | +4.6% |
| 30D | -11.8% | -1.7% | -10.1% | -9.8% |
| 3M | -39.4% | +4.7% | -44.1% | -42.2% |
| 6M | -99.6% | +12.5% | -112.1% | -99.7% |
| YTD | -98.8% | +11.7% | -110.5% | -98.9% |
| 1Y | -99.3% | +17.5% | -116.7% | -99.4% |
| All | -99.9% | +27.3% | -127.2% | -99.9% |
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