+1,490.3%
LSCC vs SPYG
+400.9%
+1,089.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +7.7% |
| 7D | +14.5% | -1.5% | +16.0% | +17.9% |
| 30D | -0.1% | -7.2% | +7.1% | +13.7% |
| 3M | -2.7% | -4.6% | +2.0% | +6.9% |
| 6M | -4.8% | -1.2% | -3.6% | +1.3% |
| YTD | +66.9% | +9.3% | +57.6% | +54.2% |
| 1Y | +85.8% | +8.8% | +77.0% | +72.9% |
| 3Y | +115.6% | +93.3% | +22.3% | -7.7% |
| 5Y | +48.8% | +71.7% | -22.9% | -20.3% |
| 10Y | +1,490.3% | +399.8% | +1,090.5% | +212.3% |
| All | +1,490.3% | +400.9% | +1,089.4% | +212.3% |
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