+304.7%
SPOT vs LSCC
+1,809.5%
-1,504.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -3.7% |
| 7D | +1.6% | +13.0% | -11.3% | -1.9% |
| 30D | +17.6% | -19.8% | +37.4% | +22.9% |
| 3M | +26.9% | -18.4% | +45.3% | +30.5% |
| 6M | +41.8% | -16.1% | +57.9% | +40.1% |
| YTD | +3.8% | +42.7% | -38.9% | -15.1% |
| 1Y | -2.5% | +68.0% | -70.5% | -24.7% |
| 3Y | +260.6% | +85.8% | +174.7% | +139.2% |
| 5Y | +108.6% | +28.0% | +80.6% | +47.2% |
| All | +304.7% | +1,809.5% | -1,504.8% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling