-59.6%
LCTX vs SPY
+3,059.5%
-3,119.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.1% |
| 7D | -7.2% | -0.4% | -6.8% | -6.9% |
| 30D | -8.8% | -1.4% | -7.5% | -7.7% |
| 3M | -15.6% | +3.7% | -19.3% | -18.3% |
| 6M | -41.8% | +13.0% | -54.8% | -47.6% |
| YTD | -38.3% | +12.4% | -50.7% | -44.2% |
| 1Y | -18.9% | +18.5% | -37.4% | -29.6% |
| 3Y | -24.3% | +77.6% | -101.9% | -53.4% |
| 5Y | -56.0% | +81.7% | -137.7% | -73.2% |
| 10Y | -64.9% | +319.7% | -384.5% | -88.3% |
| All | -59.6% | +3,059.5% | -3,119.1% | -92.9% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling