+15.2%
LION vs SPY
+88.2%
-73.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 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% | -17.9% |
| 6M | +18.5% | +13.0% | +5.4% | +13.6% |
| YTD | +22.3% | +13.5% | +8.8% | +17.2% |
| 1Y | +80.2% | +20.0% | +60.2% | +69.9% |
| 3Y | +7.2% | +77.2% | -70.0% | -4.0% |
| All | +15.2% | +88.2% | -73.0% | +2.6% |
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