-35.3%
LCUT vs SPY
+312.9%
-348.1%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | -9.9% | -2.7% | -7.2% | -7.0% |
| 30D | -17.0% | -5.4% | -11.6% | -11.8% |
| 3M | -12.0% | -4.1% | -7.9% | -7.7% |
| 6M | +38.2% | +0.7% | +37.5% | +38.1% |
| YTD | +98.7% | +8.7% | +90.0% | +83.2% |
| 1Y | +157.3% | +10.9% | +146.4% | +132.3% |
| 3Y | +48.0% | +75.0% | -26.9% | -15.3% |
| 5Y | -54.4% | +67.8% | -122.2% | -73.0% |
| All | -35.3% | +312.9% | -348.1% | -79.8% |
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 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