+307.8%
SPY vs LSCC
+1,351.6%
-1,043.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.8% |
| 7D | +2.6% | +7.0% | -4.4% | +1.0% |
| 30D | -2.0% | -2.3% | +0.3% | -2.2% |
| 3M | -2.8% | -12.5% | +9.7% | -1.3% |
| 6M | +2.1% | -10.6% | +12.7% | +1.9% |
| YTD | +11.5% | +52.7% | -41.2% | -2.4% |
| 1Y | +13.5% | +74.0% | -60.5% | -3.7% |
| 3Y | +77.7% | +104.8% | -27.1% | +36.7% |
| 5Y | +72.6% | +36.2% | +36.4% | +37.2% |
| All | +307.8% | +1,351.6% | -1,043.7% | +91.0% |
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