+308.8%
SPOT vs LSCC
+1,970.7%
-1,662.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | -1.2% |
| 7D | +2.5% | +19.3% | -16.8% | -2.5% |
| 30D | +15.1% | -9.6% | +24.8% | +16.6% |
| 3M | +24.8% | -12.4% | +37.2% | +25.8% |
| 6M | +45.8% | -10.5% | +56.2% | +41.8% |
| YTD | +4.9% | +54.8% | -49.9% | -16.1% |
| 1Y | -1.3% | +79.4% | -80.6% | -25.1% |
| 3Y | +257.7% | +109.6% | +148.1% | +128.7% |
| 5Y | +118.5% | +40.4% | +78.1% | +50.3% |
| All | +308.8% | +1,970.7% | -1,662.0% | +28.6% |
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 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