+1,351.6%
LSCC vs SPY
+307.0%
+1,044.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.8% |
| 7D | +7.0% | +2.6% | +4.4% | +2.8% |
| 30D | -2.3% | -2.0% | -0.3% | +2.3% |
| 3M | -12.5% | -2.8% | -9.7% | -6.7% |
| 6M | -10.6% | +2.1% | -12.7% | -10.6% |
| YTD | +52.7% | +11.5% | +41.2% | +33.9% |
| 1Y | +74.0% | +13.5% | +60.5% | +48.6% |
| 3Y | +104.8% | +77.7% | +27.1% | -6.8% |
| 5Y | +36.2% | +72.6% | -36.4% | -31.1% |
| All | +1,351.6% | +307.0% | +1,044.5% | +207.8% |
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