-99.9%
LNKS vs SPY
+28.6%
-128.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | +19.0% | +0.5% | +18.5% | +18.4% |
| 30D | -2.0% | -0.9% | -1.0% | -0.7% |
| 3M | -44.1% | +3.9% | -48.0% | -46.4% |
| 6M | -99.6% | +14.5% | -114.1% | -99.7% |
| YTD | -98.8% | +12.9% | -111.7% | -98.9% |
| 1Y | -99.2% | +19.4% | -118.5% | -99.3% |
| All | -99.9% | +28.6% | -128.5% | -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 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