+81.3%
LSCC vs SFM
-34.4%
+115.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.0% |
| 7D | +21.2% | -0.4% | +21.7% | +21.1% |
| 30D | -1.9% | -19.2% | +17.3% | -4.2% |
| 3M | -8.1% | -40.3% | +32.2% | -12.7% |
| 6M | -5.2% | -40.9% | +35.6% | -10.1% |
| YTD | +61.5% | -35.5% | +97.0% | +58.1% |
| 1Y | +81.3% | -37.4% | +118.7% | +78.0% |
| All | +81.3% | -34.4% | +115.7% | +78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling