+82.0%
LSCC vs SPY
+82.0%
0.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.0% |
| 30D | -9.7% | +0.1% | -9.7% | -9.8% |
| 3M | -23.7% | +2.0% | -25.7% | -25.4% |
| 6M | +26.5% | +13.0% | +13.5% | +1.2% |
| YTD | +57.5% | +13.5% | +44.0% | +25.3% |
| 1Y | +75.7% | +20.0% | +55.7% | +26.0% |
| 3Y | +19.5% | +77.2% | -57.7% | -57.7% |
| All | +82.0% | +82.0% | 0.0% | -30.3% |
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 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