+21.2%
LSCC vs SPXS
-79.7%
+100.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +3.0% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -9.7% | +0.8% | -10.5% | -8.8% |
| 3M | -23.7% | -4.7% | -19.0% | -23.5% |
| 6M | +26.5% | -29.6% | +56.1% | +4.3% |
| YTD | +57.5% | -29.8% | +87.3% | +31.3% |
| 1Y | +75.7% | -38.9% | +114.6% | +35.8% |
| All | +21.2% | -79.7% | +100.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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