+109.6%
LSCC vs SFM
+23.1%
+86.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.5% | +8.4% |
| 7D | +19.3% | -10.2% | +29.6% | +19.6% |
| 30D | -9.6% | -23.9% | +14.2% | -9.1% |
| 3M | -12.4% | -42.3% | +29.8% | -10.5% |
| 6M | -10.5% | -40.1% | +29.7% | -8.9% |
| YTD | +54.8% | -37.8% | +92.6% | +56.6% |
| 1Y | +79.4% | -37.1% | +116.5% | +80.9% |
| 3Y | +109.6% | +21.5% | +88.0% | +73.9% |
| All | +109.6% | +23.1% | +86.5% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling