+254.8%
SPOT vs LSCC
+2,036.2%
-1,781.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | -2.9% | +5.2% | -8.1% | -4.3% |
| 30D | +8.3% | -9.6% | +17.9% | +10.9% |
| 3M | +5.1% | -17.8% | +22.9% | +8.4% |
| 6M | -6.5% | +37.4% | -43.9% | -19.3% |
| YTD | -9.0% | +59.7% | -68.6% | -26.1% |
| 1Y | -26.4% | +76.2% | -102.6% | -42.8% |
| 3Y | +240.0% | +28.2% | +211.8% | +168.4% |
| 5Y | +111.7% | +87.2% | +24.5% | +35.8% |
| All | +254.8% | +2,036.2% | -1,781.4% | +13.3% |
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