+308.8%
SPOT vs LSCC
+2,132.2%
-1,823.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -2.2% |
| 7D | -3.0% | +14.5% | -17.4% | -6.7% |
| 30D | +15.2% | -0.1% | +15.2% | +13.5% |
| 3M | +21.6% | -2.7% | +24.2% | +19.0% |
| 6M | +45.2% | -4.8% | +50.0% | +38.9% |
| YTD | +4.9% | +66.9% | -62.0% | -17.8% |
| 1Y | -4.8% | +85.8% | -90.6% | -28.2% |
| 3Y | +256.3% | +115.6% | +140.7% | +127.3% |
| 5Y | +120.2% | +48.8% | +71.4% | +49.1% |
| All | +308.8% | +2,132.2% | -1,823.4% | +25.9% |
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