+38.6%
LSCC vs SPY
+72.2%
-33.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.5% |
| 7D | +5.0% | -0.6% | +5.6% | +6.8% |
| 30D | -11.7% | -3.7% | -8.1% | -3.2% |
| 3M | -13.3% | -2.7% | -10.6% | -6.5% |
| 6M | -12.5% | +2.2% | -14.7% | -13.2% |
| YTD | +51.2% | +10.8% | +40.4% | +28.6% |
| 1Y | +65.9% | +11.2% | +54.7% | +40.3% |
| 3Y | +95.3% | +76.5% | +18.9% | -28.9% |
| 5Y | +38.6% | +72.9% | -34.3% | -39.9% |
| All | +38.6% | +72.2% | -33.6% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling