+69.6%
LSCC vs SGI
-10.7%
+80.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.6% | -0.9% |
| 7D | +3.0% | +12.1% | -9.1% | -0.9% |
| 30D | -19.3% | +12.1% | -31.3% | -22.7% |
| 3M | -22.3% | +0.4% | -22.7% | -22.6% |
| 6M | -14.6% | -4.0% | -10.6% | -14.3% |
| YTD | +45.8% | -21.2% | +67.0% | +52.2% |
| 1Y | +69.6% | -12.1% | +81.7% | +77.5% |
| All | +69.6% | -10.7% | +80.3% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling