+56.8%
LSCC vs SGI
-18.9%
+75.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.8% | -5.8% | -7.6% |
| 7D | -4.8% | +5.3% | -10.1% | -6.6% |
| 30D | -27.1% | +8.2% | -35.3% | -29.6% |
| 3M | -23.6% | -2.2% | -21.4% | -23.1% |
| 6M | -19.8% | -8.4% | -11.4% | -17.8% |
| YTD | +33.2% | -23.4% | +56.7% | +42.1% |
| All | +56.8% | -18.9% | +75.7% | +67.9% |
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