+264.0%
SPOT vs LSCC
+2,007.3%
-1,743.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.7% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +12.5% | -9.7% | +22.2% | +15.2% |
| 3M | +9.9% | -23.7% | +33.6% | +15.6% |
| 6M | +1.6% | +26.5% | -24.9% | -10.2% |
| YTD | -6.6% | +57.5% | -64.1% | -23.8% |
| 1Y | -22.9% | +75.7% | -98.6% | -40.1% |
| 3Y | +244.3% | +19.5% | +224.8% | +179.2% |
| 5Y | +117.8% | +83.8% | +34.0% | +40.5% |
| All | +264.0% | +2,007.3% | -1,743.3% | +16.7% |
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 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