+74.0%
LSCC vs SPY
+12.1%
+61.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.4% |
| 7D | +7.0% | +2.6% | +4.4% | -0.3% |
| 30D | -2.3% | -2.0% | -0.3% | +5.1% |
| 3M | -12.5% | -2.8% | -9.7% | -3.0% |
| 6M | -10.6% | +2.1% | -12.7% | -12.5% |
| YTD | +52.7% | +11.5% | +41.2% | +19.0% |
| 1Y | +74.0% | +13.5% | +60.5% | +31.0% |
| All | +74.0% | +12.1% | +61.9% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling