+100.5%
LNOK vs SPY
+13.1%
+87.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.9% | +6.0% |
| 7D | +21.3% | -0.8% | +22.1% | +25.3% |
| 30D | +11.7% | -1.1% | +12.7% | +17.0% |
| 3M | -47.3% | +3.9% | -51.2% | -53.0% |
| 6M | +37.7% | +13.6% | +24.1% | +4.9% |
| All | +100.5% | +13.1% | +87.4% | +62.1% |
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