+35.1%
LSCC vs SFM
+116.0%
-80.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.6% |
| 7D | +7.0% | +6.0% | +0.9% | +6.3% |
| 30D | -2.3% | -19.5% | +17.2% | -0.6% |
| 3M | -12.5% | -37.0% | +24.5% | -8.2% |
| 6M | -10.6% | -41.0% | +30.4% | -5.6% |
| YTD | +52.7% | -34.6% | +87.3% | +57.3% |
| 1Y | +74.0% | -36.3% | +110.2% | +79.9% |
| 3Y | +104.8% | +24.5% | +80.3% | +69.5% |
| All | +35.1% | +116.0% | -80.8% | +7.8% |
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