+2,160.5%
LSCC vs SPY
+2,954.7%
-794.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +6.6% |
| 7D | +13.0% | -2.7% | +15.7% | +18.3% |
| 30D | -19.8% | -5.4% | -14.4% | -11.8% |
| 3M | -18.4% | -4.1% | -14.3% | -11.8% |
| 6M | -16.1% | +0.7% | -16.8% | -14.4% |
| YTD | +42.7% | +8.7% | +34.1% | +31.1% |
| 1Y | +68.0% | +10.9% | +57.1% | +50.0% |
| 3Y | +85.8% | +75.0% | +10.8% | -11.2% |
| 5Y | +28.0% | +67.8% | -39.7% | -29.8% |
| 10Y | +1,255.1% | +312.9% | +942.2% | +97.0% |
| All | +2,160.5% | +2,954.7% | -794.2% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling