+7.2%
LION vs SPY
+80.4%
-73.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | -17.3% | +2.0% | -19.3% | -18.4% |
| 6M | +18.5% | +13.0% | +5.4% | +9.3% |
| YTD | +22.3% | +13.5% | +8.8% | +12.6% |
| 1Y | +80.2% | +20.0% | +60.2% | +60.2% |
| All | +7.2% | +80.4% | -73.2% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling