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Portfolio Analytics · Performance & risk

The portfolio analytics
built for serious investors.

Track returns, risk and diversification — and see how your portfolio really compares to the market.

ReturnsRiskBenchmarkCorrelationDrawdowns
Free to start · No credit card
See it
Demo portfolio · illustrative
■ Demo portfolio■ S&P 500
CAGR
15.0%
Sharpe
1.12
Max drawdown
-14.7%
Alpha vs S&P 500
+5.3
Monthly returns
JFMAMJJASOND2022-4+2+1-4+1-5+5-2-7+6+3-12023+4-1+3+2+0+4+2-3-3-2+6+42024+2+3-2-2+5+2+3-1+3+1+4+3
An illustrative sample. The live analytics run on your own portfolio once you sign in.

What is portfolio analytics?

Portfolio analytics turns a list of holdings into a clear picture of performance and risk. Instead of just a balance and a daily change, you see how much the portfolio has earned, how volatile the ride was, and how it stacks up against the market.

Ours measures the metrics that actually matter — risk-adjusted return, drawdowns, benchmark-relative alpha and correlation — turning portfolio tracking and management into a real read on performance, not just a balance.

The metrics you get

Returns

CAGRTotal returnMonthly returns

Risk

VolatilityMax drawdownSharpe & Sortino

Benchmark

AlphaBetaTracking error

Diversification

CorrelationFactor exposure

Questions it answers

Am I beating the market?

See your portfolio’s return next to the S&P 500 over any period, with the alpha and beta that explain the gap.

AlphaBetaCAGR vs S&P 500

How much risk am I taking?

Volatility, drawdowns and risk-adjusted return, so you know whether the return is worth the ride.

VolatilityMax drawdownSharpe

Am I actually diversified?

A correlation matrix and factor exposures reveal the bets you’re really making — not the ones you think you are.

CorrelationFactor exposure

How it works

01

Add your holdings

Build a portfolio by adding positions, or import the ones you already track. No brokerage connection required to explore.

02

We compute the analytics

Returns, volatility, drawdowns, Sharpe, alpha and correlation are calculated against a benchmark — no spreadsheets.

03

Track it over time

Come back to a live read on performance and risk, and watch how each decision moves the numbers.

FAQ

What is portfolio analytics?

Portfolio analytics turns a list of holdings into a picture of performance and risk: how much you’ve earned, how volatile the ride was, how you compare to a benchmark, and how diversified you really are. It’s the difference between knowing your balance and understanding your portfolio.

Is portfolio analytics free?

Yes — create a free account and track a portfolio. No credit card is required to start.

Which metrics do you calculate?

Returns (CAGR, total and monthly), risk (volatility, max drawdown, Sharpe and Sortino), benchmark-relative metrics (alpha, beta, tracking error) and diversification (a correlation matrix and factor exposures).

How is this different from my brokerage’s dashboard?

Most brokerage dashboards show balance and daily change. Ours is an analysis tool: risk-adjusted return, drawdowns, benchmark comparison and correlation — the numbers that tell you whether a portfolio is actually working.

See what your portfolio is really doing.

Free to start. No credit card.