-42.5%
LCUT vs SPY
+307.0%
-349.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +2.0% | +2.6% | -0.6% | -0.8% |
| 30D | -8.8% | -2.0% | -6.8% | -6.6% |
| 3M | -18.4% | -2.8% | -15.6% | -15.7% |
| 6M | +12.1% | +2.1% | +10.0% | +10.5% |
| YTD | +102.6% | +11.5% | +91.1% | +81.8% |
| 1Y | +148.5% | +13.5% | +135.0% | +118.8% |
| 3Y | +35.0% | +77.7% | -42.7% | -24.0% |
| 5Y | -52.6% | +72.6% | -125.2% | -72.7% |
| All | -42.5% | +307.0% | -349.5% | -83.2% |
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