+300.6%
LSCC vs SPYG
+513.6%
-213.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +5.9% |
| 7D | +13.0% | -3.6% | +16.6% | +19.2% |
| 30D | -19.8% | -11.2% | -8.7% | -4.6% |
| 3M | -18.4% | -8.1% | -10.3% | -6.9% |
| 6M | -16.1% | -3.3% | -12.8% | -8.7% |
| YTD | +42.7% | +5.5% | +37.2% | +39.3% |
| 1Y | +68.0% | +7.0% | +61.0% | +61.3% |
| 3Y | +85.8% | +89.5% | -3.6% | -11.8% |
| 5Y | +28.0% | +63.3% | -35.2% | -20.9% |
| 10Y | +1,255.1% | +395.1% | +860.0% | +112.0% |
| All | +300.6% | +513.6% | -213.0% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling