+14.8%
SPYM vs LSCC
+57.8%
-43.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -0.7% | +3.0% | -3.7% | -1.2% |
| 30D | -1.1% | -19.3% | +18.2% | +1.5% |
| 3M | -0.3% | -22.3% | +22.0% | +2.5% |
| 6M | +7.3% | -14.6% | +21.9% | +8.1% |
| YTD | +13.4% | +45.8% | -32.4% | +4.6% |
| 1Y | +14.8% | +69.6% | -54.8% | +2.9% |
| All | +14.8% | +57.8% | -43.0% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling