+26.5%
LSCC vs SPYG
+18.4%
+8.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.3% |
| 7D | +1.3% | +0.4% | +0.9% | +0.4% |
| 30D | -9.7% | -0.4% | -9.2% | -8.6% |
| 3M | -23.7% | +0.5% | -24.3% | -23.5% |
| 6M | +26.5% | +17.5% | +9.0% | -8.5% |
| All | +26.5% | +18.4% | +8.1% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling