+257.9%
SPOT vs LSCC
+99.6%
+158.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.8% | +2.6% |
| 7D | +1.6% | +7.0% | -5.4% | +1.2% |
| 30D | +16.9% | -2.3% | +19.2% | +16.9% |
| 3M | +23.0% | -12.5% | +35.5% | +23.6% |
| 6M | +42.2% | -10.6% | +52.8% | +40.9% |
| YTD | +5.5% | +52.7% | -47.2% | -3.7% |
| 1Y | -5.1% | +74.0% | -79.0% | -15.1% |
| 3Y | +257.9% | +104.8% | +153.1% | +195.7% |
| All | +257.9% | +99.6% | +158.3% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling