+25.5%
LSCC vs SPYG
+63.1%
-37.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +5.5% |
| 7D | +13.0% | -3.6% | +16.6% | +20.8% |
| 30D | -19.8% | -11.2% | -8.7% | -0.2% |
| 3M | -18.4% | -8.1% | -10.3% | -3.8% |
| 6M | -16.1% | -3.3% | -12.8% | -7.2% |
| YTD | +42.7% | +5.5% | +37.2% | +37.4% |
| 1Y | +68.0% | +7.0% | +61.0% | +58.3% |
| 3Y | +85.8% | +89.5% | -3.6% | -29.1% |
| All | +25.5% | +63.1% | -37.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling