-56.0%
LCTX vs SPY
+81.0%
-137.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.0% |
| 7D | -7.2% | -0.4% | -6.8% | -6.8% |
| 30D | -8.8% | -1.4% | -7.5% | -7.4% |
| 3M | -15.6% | +3.7% | -19.3% | -19.1% |
| 6M | -41.8% | +13.0% | -54.8% | -49.1% |
| YTD | -38.3% | +12.4% | -50.7% | -45.7% |
| 1Y | -18.9% | +18.5% | -37.4% | -32.2% |
| 3Y | -24.3% | +77.6% | -101.9% | -58.5% |
| 5Y | -56.0% | +81.7% | -137.7% | -74.8% |
| All | -56.0% | +81.0% | -137.0% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling