+76.2%
LSCC vs SPYG
+20.7%
+55.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.4% |
| 7D | +5.2% | +1.2% | +4.0% | +2.6% |
| 30D | -9.6% | -1.6% | -8.1% | -6.6% |
| 3M | -17.8% | +3.4% | -21.1% | -21.8% |
| 6M | +37.4% | +18.9% | +18.5% | +1.7% |
| YTD | +59.7% | +13.8% | +45.9% | +27.2% |
| 1Y | +76.2% | +20.6% | +55.6% | +33.1% |
| All | +76.2% | +20.7% | +55.5% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling