+1,379.1%
LSCC vs SPY
+315.0%
+1,064.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.1% | +4.4% |
| 7D | +19.3% | +0.1% | +19.3% | +19.7% |
| 30D | -9.6% | -3.3% | -6.3% | -3.3% |
| 3M | -12.4% | -2.4% | -10.0% | -7.4% |
| 6M | -10.5% | +2.6% | -13.0% | -11.3% |
| YTD | +54.8% | +11.2% | +43.5% | +36.0% |
| 1Y | +79.4% | +13.4% | +66.0% | +53.2% |
| 3Y | +109.6% | +79.9% | +29.7% | -6.5% |
| 5Y | +40.4% | +72.2% | -31.8% | -28.9% |
| 10Y | +1,379.1% | +307.3% | +1,071.8% | +218.7% |
| All | +1,379.1% | +315.0% | +1,064.1% | +218.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling