+82.0%
LSCC vs SFM
+230.0%
-147.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.6% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -9.7% | -4.4% | -5.3% | -9.2% |
| 3M | -23.7% | +1.5% | -25.2% | -24.2% |
| 6M | +26.5% | +6.5% | +20.0% | +23.8% |
| YTD | +57.5% | +2.2% | +55.3% | +54.9% |
| 1Y | +75.7% | -41.9% | +117.6% | +91.8% |
| 3Y | +19.5% | +106.8% | -87.3% | -5.8% |
| All | +82.0% | +230.0% | -147.9% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling