+427.1%
SPMO vs LSCC
+1,281.8%
-854.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | -0.1% |
| 7D | -8.7% | +13.0% | -21.7% | -11.4% |
| 30D | -18.7% | -19.8% | +1.1% | -14.7% |
| 3M | -16.4% | -18.4% | +2.0% | -13.0% |
| 6M | -11.9% | -16.1% | +4.3% | -9.3% |
| YTD | +4.9% | +42.7% | -37.8% | -5.3% |
| 1Y | +6.2% | +68.0% | -61.8% | -7.7% |
| 3Y | +115.1% | +85.8% | +29.3% | +72.5% |
| 5Y | +102.2% | +28.0% | +74.2% | +65.2% |
| All | +427.1% | +1,281.8% | -854.8% | +141.5% |
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