-65.2%
LCTX vs SPY
+322.5%
-387.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -2.0% |
| 7D | -6.5% | -0.8% | -5.7% | -5.6% |
| 30D | -8.2% | -1.1% | -7.1% | -6.9% |
| 3M | -21.1% | +3.9% | -25.0% | -24.9% |
| 6M | -39.9% | +13.6% | -53.5% | -48.7% |
| YTD | -39.5% | +12.7% | -52.2% | -47.8% |
| 1Y | -21.7% | +17.5% | -39.2% | -35.6% |
| 3Y | -24.1% | +76.9% | -101.0% | -62.7% |
| 5Y | -56.7% | +83.6% | -140.2% | -79.6% |
| All | -65.2% | +322.5% | -387.7% | -95.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling