+1,889.0%
LSCC vs SFM
+40.3%
+1,848.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.8% | +12.0% | +7.7% |
| 7D | +13.0% | -1.2% | +14.2% | +13.0% |
| 30D | -19.8% | -24.8% | +4.9% | -17.8% |
| 3M | -18.4% | -43.7% | +25.3% | -13.4% |
| 6M | -16.1% | -37.3% | +21.1% | -12.7% |
| YTD | +42.7% | -38.4% | +81.1% | +48.0% |
| 1Y | +68.0% | -36.9% | +104.9% | +73.4% |
| 3Y | +85.8% | +20.7% | +65.2% | +70.3% |
| 5Y | +28.0% | +103.5% | -75.4% | +8.2% |
| 10Y | +1,255.1% | +139.7% | +1,115.4% | +976.8% |
| All | +1,889.0% | +40.3% | +1,848.7% | +1,555.1% |
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