-51.7%
LCUT vs SPY
+72.1%
-123.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +2.0% | +2.6% | -0.6% | -0.6% |
| 30D | -8.8% | -2.0% | -6.8% | -6.7% |
| 3M | -18.4% | -2.8% | -15.6% | -15.9% |
| 6M | +12.1% | +2.1% | +10.0% | +10.7% |
| YTD | +102.6% | +11.5% | +91.1% | +83.5% |
| 1Y | +148.5% | +13.5% | +135.0% | +121.2% |
| 3Y | +35.0% | +77.7% | -42.7% | -18.7% |
| All | -51.7% | +72.1% | -123.8% | -70.4% |
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 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