+1,602.8%
LSCC vs SEI
+606.2%
+996.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +16.3% | -14.9% | -2.5% |
| 7D | +5.2% | +28.8% | -23.6% | -1.2% |
| 30D | -9.6% | +10.4% | -20.0% | -12.1% |
| 3M | -17.8% | -11.4% | -6.4% | -16.0% |
| 6M | +37.4% | +31.2% | +6.2% | +28.8% |
| YTD | +59.7% | +39.7% | +20.0% | +46.7% |
| 1Y | +76.2% | +149.0% | -72.7% | +41.9% |
| 3Y | +28.2% | +560.2% | -532.0% | -23.4% |
| 5Y | +87.2% | +955.7% | -868.5% | -5.3% |
| All | +1,602.8% | +606.2% | +996.5% | +749.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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