+79.9%
SPY vs LSCC
+104.5%
-24.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.1% | +0.9% |
| 7D | +0.1% | +19.3% | -19.3% | -3.0% |
| 30D | -3.3% | -9.6% | +6.3% | -2.1% |
| 3M | -2.4% | -12.4% | +10.0% | -1.0% |
| 6M | +2.6% | -10.5% | +13.0% | +2.5% |
| YTD | +11.2% | +54.8% | -43.5% | -0.6% |
| 1Y | +13.4% | +79.4% | -66.0% | -1.6% |
| 3Y | +79.9% | +109.6% | -29.7% | +43.2% |
| All | +79.9% | +104.5% | -24.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling