-5.8%
LNOK vs SPY
+12.8%
-18.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -49.2% | -0.5% | -48.7% | -47.0% |
| 7D | -40.5% | -0.4% | -40.2% | -38.8% |
| 30D | -33.3% | -1.4% | -31.9% | -27.8% |
| 3M | -74.3% | +3.7% | -78.0% | -76.3% |
| 6M | -34.5% | +13.0% | -47.5% | -47.9% |
| All | -5.8% | +12.8% | -18.6% | -21.6% |
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