+27.5%
LCUT vs SPY
+78.0%
-50.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -4.3% |
| 7D | -14.7% | +0.1% | -14.8% | -14.4% |
| 30D | -21.0% | -3.3% | -17.7% | -17.9% |
| 3M | -18.2% | -2.4% | -15.8% | -15.8% |
| 6M | +27.9% | +2.6% | +25.3% | +25.8% |
| YTD | +95.0% | +11.2% | +83.8% | +76.3% |
| 1Y | +151.7% | +13.4% | +138.3% | +123.0% |
| 3Y | +27.5% | +79.9% | -52.4% | -21.8% |
| All | +27.5% | +78.0% | -50.5% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling