+6.7%
LONA vs SPY
+14.6%
-8.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -5.9% | -5.8% |
| 7D | -8.0% | -0.7% | -7.3% | -7.3% |
| 30D | -18.2% | -1.0% | -17.2% | -17.1% |
| 3M | -40.4% | -0.3% | -40.1% | -39.9% |
| 6M | -52.2% | +7.3% | -59.5% | -54.2% |
| YTD | -39.7% | +13.3% | -53.0% | -45.7% |
| 1Y | +6.7% | +14.8% | -8.1% | -9.6% |
| All | +6.7% | +14.6% | -8.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling