+1,763.3%
LSCC vs SPY
+313.2%
+1,450.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -9.7% | +0.1% | -9.7% | -9.7% |
| 3M | -23.7% | +2.0% | -25.7% | -24.9% |
| 6M | +26.5% | +13.0% | +13.5% | +6.4% |
| YTD | +57.5% | +13.5% | +44.0% | +31.9% |
| 1Y | +75.7% | +20.0% | +55.7% | +35.7% |
| 3Y | +19.5% | +77.2% | -57.7% | -46.2% |
| 5Y | +83.8% | +81.9% | +1.9% | -14.6% |
| All | +1,763.3% | +313.2% | +1,450.2% | +311.3% |
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