+104.8%
LSCC vs SPYG
+91.6%
+13.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -3.8% |
| 7D | +7.0% | +2.3% | +4.6% | +3.0% |
| 30D | -2.3% | -6.5% | +4.1% | +12.2% |
| 3M | -12.5% | -6.8% | -5.7% | +2.0% |
| 6M | -10.6% | -3.1% | -7.4% | -0.7% |
| YTD | +52.7% | +8.0% | +44.7% | +41.4% |
| 1Y | +74.0% | +10.2% | +63.7% | +55.8% |
| 3Y | +104.8% | +91.0% | +13.8% | -28.1% |
| All | +104.8% | +91.6% | +13.2% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling