+73.5%
LSCC vs SPY
+74.5%
-1.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.4% | -4.2% | +2.1% |
| 7D | -4.8% | -4.7% | -0.1% | +7.5% |
| 30D | -27.1% | -5.9% | -21.2% | -14.7% |
| 3M | -23.6% | -4.5% | -19.1% | -13.4% |
| 6M | -19.8% | +1.8% | -21.6% | -19.9% |
| YTD | +33.2% | +8.3% | +24.9% | +16.9% |
| 1Y | +55.2% | +9.3% | +45.9% | +33.7% |
| All | +73.5% | +74.5% | -1.1% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling