-64.9%
LCTX vs SPY
+318.9%
-383.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | -7.3% | -2.0% | -5.3% | -4.9% |
| 30D | -8.9% | -1.7% | -7.3% | -7.0% |
| 3M | -17.1% | +4.7% | -21.8% | -21.9% |
| 6M | -43.6% | +12.5% | -56.2% | -51.3% |
| YTD | -38.9% | +11.7% | -50.6% | -46.8% |
| 1Y | -15.7% | +17.5% | -33.2% | -30.6% |
| 3Y | -25.0% | +76.6% | -101.6% | -63.1% |
| 5Y | -56.2% | +82.0% | -138.3% | -79.1% |
| All | -64.9% | +318.9% | -383.8% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling