+303.9%
SPY vs LSCC
+1,244.7%
-940.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | -1.2% |
| 7D | -2.7% | +13.0% | -15.7% | -5.3% |
| 30D | -5.4% | -19.8% | +14.4% | -1.5% |
| 3M | -4.1% | -18.4% | +14.3% | -1.0% |
| 6M | +0.7% | -16.1% | +16.8% | +1.9% |
| YTD | +8.7% | +42.7% | -34.1% | -3.3% |
| 1Y | +10.9% | +68.0% | -57.1% | -5.1% |
| 3Y | +75.0% | +85.8% | -10.8% | +37.7% |
| 5Y | +67.8% | +28.0% | +39.7% | +35.4% |
| All | +303.9% | +1,244.7% | -940.7% | +91.2% |
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