+17.1%
LSCC vs SGI
+58.5%
-41.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.8% | -5.8% | -7.0% |
| 7D | -4.8% | +5.3% | -10.1% | -7.8% |
| 30D | -27.1% | +8.2% | -35.3% | -31.2% |
| 3M | -23.6% | -2.2% | -21.4% | -24.1% |
| 6M | -19.8% | -8.4% | -11.4% | -18.1% |
| YTD | +33.2% | -23.4% | +56.7% | +50.4% |
| 1Y | +55.2% | -14.0% | +69.2% | +60.9% |
| 3Y | +70.1% | +78.8% | -8.7% | +9.7% |
| All | +17.1% | +58.5% | -41.4% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling