-93.6%
LONA vs SPY
+82.3%
-175.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.2% |
| 7D | -8.5% | -0.8% | -7.7% | -7.6% |
| 30D | -12.1% | -1.1% | -11.0% | -10.9% |
| 3M | -18.5% | +3.9% | -22.4% | -22.2% |
| 6M | +0.1% | +13.6% | -13.5% | -15.2% |
| YTD | -8.6% | +12.7% | -21.3% | -22.1% |
| 1Y | +81.2% | +17.5% | +63.6% | +46.9% |
| 3Y | -67.5% | +76.9% | -144.4% | -84.3% |
| All | -93.6% | +82.3% | -175.8% | -97.0% |
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