+46.8%
LION vs SPY
+84.3%
-37.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.9% |
| 7D | +17.3% | +0.1% | +17.2% | +17.2% |
| 30D | +27.9% | -3.3% | +31.3% | +29.5% |
| 3M | +9.8% | -2.4% | +12.2% | +10.8% |
| 6M | +16.3% | +2.6% | +13.8% | +15.4% |
| YTD | +56.0% | +11.2% | +44.7% | +50.6% |
| 1Y | +107.3% | +13.4% | +93.9% | +99.0% |
| 3Y | +35.6% | +79.9% | -44.3% | +22.4% |
| All | +46.8% | +84.3% | -37.5% | +31.8% |
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