+1,597.0%
LNN vs SPY
+3,091.8%
-1,494.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +8.4% | +0.1% | +8.2% | +8.3% |
| 30D | +7.8% | +0.1% | +7.8% | +7.8% |
| 3M | +8.5% | +2.0% | +6.5% | +6.5% |
| 6M | -7.9% | +13.0% | -20.9% | -17.4% |
| YTD | +5.7% | +13.5% | -7.9% | -5.7% |
| 1Y | -9.8% | +20.0% | -29.7% | -23.3% |
| 3Y | +0.8% | +77.2% | -76.4% | -38.9% |
| 5Y | -20.1% | +81.9% | -102.0% | -52.9% |
| 10Y | +90.8% | +314.1% | -223.3% | -43.8% |
| All | +1,597.0% | +3,091.8% | -1,494.8% | +94.3% |
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 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