+1,352.3%
LSCC vs SFM
+138.5%
+1,213.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | +5.0% | -6.9% | +11.9% | +5.9% |
| 30D | -11.7% | -25.0% | +13.2% | -9.4% |
| 3M | -13.3% | -42.7% | +29.4% | -8.2% |
| 6M | -12.5% | -41.0% | +28.5% | -8.2% |
| YTD | +51.2% | -38.7% | +89.9% | +56.8% |
| 1Y | +65.9% | -38.1% | +104.0% | +71.7% |
| 3Y | +95.3% | +19.3% | +76.0% | +77.3% |
| 5Y | +38.6% | +103.1% | -64.5% | +15.5% |
| 10Y | +1,352.3% | +131.1% | +1,221.3% | +1,050.2% |
| All | +1,352.3% | +138.5% | +1,213.8% | +1,050.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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