+1,756.6%
LSCC vs SFM
+47.4%
+1,709.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.1% | -3.4% | -8.0% |
| 7D | -4.8% | +7.5% | -12.3% | -5.7% |
| 30D | -27.1% | -20.8% | -6.3% | -25.6% |
| 3M | -23.6% | -39.4% | +15.8% | -19.6% |
| 6M | -19.8% | -34.5% | +14.7% | -16.9% |
| YTD | +33.2% | -35.2% | +68.5% | +37.5% |
| 1Y | +55.2% | -35.3% | +90.5% | +60.0% |
| 3Y | +70.1% | +23.9% | +46.2% | +55.7% |
| 5Y | +19.5% | +113.8% | -94.3% | +0.5% |
| 10Y | +1,164.9% | +152.0% | +1,013.0% | +900.1% |
| All | +1,756.6% | +47.4% | +1,709.2% | +1,437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling