-2.4%
LNOK vs SPY
+13.7%
-16.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.4% | -12.8% |
| 7D | -20.6% | -0.7% | -19.9% | -17.2% |
| 30D | -39.4% | -1.0% | -38.4% | -33.5% |
| 3M | -41.8% | -0.3% | -41.5% | -37.6% |
| 6M | -73.5% | +7.3% | -80.9% | -75.7% |
| All | -2.4% | +13.7% | -16.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling