+46.8%
LION vs SPY
+80.1%
-33.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.1% | +13.3% |
| 7D | +14.4% | -2.7% | +17.1% | +15.5% |
| 30D | +25.9% | -5.4% | +31.3% | +28.5% |
| 3M | +10.1% | -4.1% | +14.2% | +11.8% |
| 6M | +11.6% | +0.7% | +10.9% | +11.4% |
| YTD | +56.0% | +8.7% | +47.3% | +51.9% |
| 1Y | +102.6% | +10.9% | +91.7% | +96.1% |
| 3Y | +35.0% | +75.0% | -40.0% | +22.8% |
| All | +46.8% | +80.1% | -33.3% | +33.0% |
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