+2,947.4%
SPY vs LSCC
+1,972.9%
+974.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.6% | +4.2% | -3.0% |
| 7D | -4.7% | -4.8% | +0.1% | -4.1% |
| 30D | -5.9% | -27.1% | +21.2% | -1.2% |
| 3M | -4.5% | -23.6% | +19.1% | -0.9% |
| 6M | +1.8% | -19.8% | +21.6% | +3.7% |
| YTD | +8.3% | +33.2% | -24.9% | +0.2% |
| 1Y | +9.3% | +55.2% | -45.9% | -1.6% |
| 3Y | +74.9% | +70.1% | +4.7% | +48.5% |
| 5Y | +67.3% | +19.5% | +47.7% | +45.5% |
| 10Y | +311.6% | +1,164.9% | -853.3% | +131.0% |
| All | +2,947.4% | +1,972.9% | +974.5% | +1,077.1% |
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