+1,379.1%
LSCC vs SPYG
+401.0%
+978.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.7% | +5.8% | +4.3% |
| 7D | +19.3% | 0.0% | +19.3% | +20.0% |
| 30D | -9.6% | -8.4% | -1.3% | +4.7% |
| 3M | -12.4% | -6.2% | -6.2% | -1.5% |
| 6M | -10.5% | -1.8% | -8.7% | -4.1% |
| YTD | +54.8% | +8.4% | +46.4% | +44.6% |
| 1Y | +79.4% | +10.1% | +69.3% | +64.1% |
| 3Y | +109.6% | +94.9% | +14.6% | -11.3% |
| 5Y | +40.4% | +68.5% | -28.1% | -22.9% |
| 10Y | +1,379.1% | +392.2% | +986.9% | +194.8% |
| All | +1,379.1% | +401.0% | +978.1% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling