+82.0%
LSCC vs SPXS
-86.0%
+168.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -9.7% | +0.8% | -10.5% | -8.9% |
| 3M | -23.7% | -4.7% | -19.0% | -23.3% |
| 6M | +26.5% | -29.6% | +56.1% | +6.4% |
| YTD | +57.5% | -29.8% | +87.3% | +33.9% |
| 1Y | +75.7% | -38.9% | +114.6% | +39.3% |
| 3Y | +19.5% | -79.6% | +99.1% | -40.0% |
| All | +82.0% | -86.0% | +168.0% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling