+147.9%
SPMO vs LSCC
+82.7%
+65.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | +2.0% | +1.3% | +0.7% | +1.7% |
| 30D | -0.4% | -9.7% | +9.3% | +1.9% |
| 3M | -1.9% | -23.7% | +21.8% | +3.8% |
| 6M | +25.0% | +26.5% | -1.4% | +18.2% |
| YTD | +26.0% | +57.5% | -31.5% | +13.0% |
| 1Y | +28.7% | +75.7% | -47.0% | +12.1% |
| 3Y | +160.9% | +19.5% | +141.5% | +131.8% |
| All | +147.9% | +82.7% | +65.1% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling