-16.1%
LSCC vs SPXS
-2.5%
-13.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +8.0% | +6.2% |
| 7D | +13.0% | +7.5% | +5.5% | +23.3% |
| 30D | -19.8% | +17.5% | -37.3% | -0.6% |
| 3M | -18.4% | +14.7% | -33.1% | -0.5% |
| 6M | -16.1% | -0.1% | -16.0% | -7.9% |
| All | -16.1% | -2.5% | -13.6% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling