-19.8%
LNN vs SPY
+81.0%
-100.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | +5.3% | -1.4% | +6.6% | +6.4% |
| 3M | +5.9% | +3.7% | +2.2% | +2.7% |
| 6M | -5.9% | +13.0% | -18.9% | -15.1% |
| YTD | +3.5% | +12.4% | -8.9% | -6.3% |
| 1Y | -11.3% | +18.5% | -29.9% | -23.4% |
| 3Y | +3.8% | +77.6% | -73.8% | -36.7% |
| 5Y | -19.8% | +81.7% | -101.5% | -52.1% |
| All | -19.8% | +81.0% | -100.8% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling