+82.0%
LSCC vs SPYG
+85.0%
-3.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.2% |
| 7D | +1.3% | +0.4% | +0.9% | +0.7% |
| 30D | -9.7% | -0.4% | -9.2% | -8.9% |
| 3M | -23.7% | +0.5% | -24.3% | -22.7% |
| 6M | +26.5% | +17.5% | +9.0% | -0.5% |
| YTD | +57.5% | +14.3% | +43.2% | +29.7% |
| 1Y | +75.7% | +21.7% | +54.0% | +31.2% |
| 3Y | +19.5% | +98.6% | -79.2% | -58.9% |
| All | +82.0% | +85.0% | -3.0% | -19.0% |
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