+1,351.6%
LSCC vs SGI
+319.5%
+1,032.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +7.0% | -5.3% | +12.3% | +9.3% |
| 30D | -2.3% | -2.1% | -0.2% | -2.4% |
| 3M | -12.5% | -8.2% | -4.3% | -10.7% |
| 6M | -10.6% | -4.6% | -6.0% | -10.6% |
| YTD | +52.7% | -31.5% | +84.1% | +73.0% |
| 1Y | +74.0% | -30.8% | +104.8% | +96.3% |
| 3Y | +104.8% | +67.2% | +37.6% | +65.2% |
| 5Y | +36.2% | +42.5% | -6.3% | +12.1% |
| All | +1,351.6% | +319.5% | +1,032.0% | +741.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling