+85.5%
LNN vs SPY
+318.9%
-233.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.4% |
| 7D | -4.5% | -2.0% | -2.5% | -2.8% |
| 30D | +2.4% | -1.7% | +4.0% | +3.9% |
| 3M | +4.4% | +4.7% | -0.3% | 0.0% |
| 6M | -7.6% | +12.5% | -20.1% | -17.3% |
| YTD | +0.5% | +11.7% | -11.2% | -9.6% |
| 1Y | -13.7% | +17.5% | -31.2% | -25.9% |
| 3Y | +0.8% | +76.6% | -75.8% | -41.1% |
| 5Y | -21.7% | +82.0% | -103.7% | -55.8% |
| All | +85.5% | +318.9% | -233.4% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling