+460.5%
SPMO vs LSCC
+1,351.6%
-891.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.3% |
| 7D | +6.3% | +7.0% | -0.6% | +4.5% |
| 30D | -8.9% | -2.3% | -6.6% | -8.9% |
| 3M | -13.2% | -12.5% | -0.7% | -11.3% |
| 6M | -9.3% | -10.6% | +1.3% | -8.1% |
| YTD | +11.6% | +52.7% | -41.1% | -1.0% |
| 1Y | +13.4% | +74.0% | -60.6% | -2.5% |
| 3Y | +122.9% | +104.8% | +18.1% | +74.5% |
| 5Y | +113.9% | +36.2% | +77.7% | +72.0% |
| All | +460.5% | +1,351.6% | -891.0% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling