+3,094.0%
SPY vs LSCC
+2,350.7%
+743.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +0.1% | -9.7% | +9.7% | +1.7% |
| 3M | +2.0% | -23.7% | +25.7% | +5.8% |
| 6M | +13.0% | +26.5% | -13.5% | +6.8% |
| YTD | +13.5% | +57.5% | -44.0% | +2.8% |
| 1Y | +20.0% | +75.7% | -55.7% | +6.1% |
| 3Y | +77.2% | +19.5% | +57.7% | +60.0% |
| 5Y | +81.9% | +83.8% | -1.9% | +48.1% |
| 10Y | +314.1% | +1,772.4% | -1,458.3% | +118.6% |
| All | +3,094.0% | +2,350.7% | +743.3% | +1,107.3% |
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