-51.1%
LCUT vs SPY
+72.2%
-123.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +7.0% |
| 7D | -6.0% | -0.6% | -5.4% | -5.1% |
| 30D | -15.7% | -3.7% | -12.1% | -12.4% |
| 3M | -13.5% | -2.7% | -10.7% | -10.8% |
| 6M | +36.4% | +2.2% | +34.2% | +34.7% |
| YTD | +108.1% | +10.8% | +97.2% | +89.5% |
| 1Y | +155.2% | +11.2% | +144.0% | +131.4% |
| 3Y | +40.2% | +76.5% | -36.3% | -15.0% |
| 5Y | -51.1% | +72.9% | -124.1% | -70.2% |
| All | -51.1% | +72.2% | -123.4% | -70.2% |
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 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