+305.8%
SPY vs LSCC
+1,348.6%
-1,042.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.1% |
| 7D | -0.6% | +5.0% | -5.6% | -1.7% |
| 30D | -3.7% | -11.7% | +8.1% | -1.7% |
| 3M | -2.7% | -13.3% | +10.6% | -0.9% |
| 6M | +2.2% | -12.5% | +14.7% | +2.6% |
| YTD | +10.8% | +51.2% | -40.4% | -2.6% |
| 1Y | +11.2% | +65.9% | -54.7% | -4.5% |
| 3Y | +76.5% | +95.3% | -18.9% | +37.4% |
| 5Y | +72.9% | +38.6% | +34.3% | +37.1% |
| All | +305.8% | +1,348.6% | -1,042.8% | +90.4% |
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