+85.8%
LSCC vs SFM
-36.1%
+122.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.5% | +6.9% | +10.7% |
| 7D | +14.5% | -7.1% | +21.5% | +13.3% |
| 30D | -0.1% | -21.4% | +21.3% | -2.7% |
| 3M | -2.7% | -40.1% | +37.4% | -7.7% |
| 6M | -4.8% | -38.0% | +33.2% | -8.9% |
| YTD | +66.9% | -36.5% | +103.4% | +62.5% |
| 1Y | +85.8% | -35.2% | +121.0% | +81.4% |
| All | +85.8% | -36.1% | +122.0% | +81.4% |
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