-95.9%
LONA vs SPY
+145.9%
-241.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.5% | -11.8% | -11.7% |
| 7D | -8.2% | -0.4% | -7.9% | -7.8% |
| 30D | -6.1% | -1.4% | -4.8% | -4.5% |
| 3M | -16.8% | +3.7% | -20.5% | -20.5% |
| 6M | +14.1% | +13.0% | +1.1% | -2.7% |
| YTD | -7.0% | +12.4% | -19.4% | -20.5% |
| 1Y | +83.3% | +18.5% | +64.8% | +47.2% |
| 3Y | -65.1% | +77.6% | -142.8% | -83.1% |
| 5Y | -93.7% | +81.7% | -175.3% | -97.0% |
| All | -95.9% | +145.9% | -241.8% | -98.7% |
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