+82.0%
LSCC vs SGI
+60.4%
+21.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | +1.3% | +8.5% | -7.2% | -3.7% |
| 30D | -9.7% | +0.7% | -10.3% | -10.7% |
| 3M | -23.7% | +0.6% | -24.3% | -25.1% |
| 6M | +26.5% | -17.9% | +44.4% | +40.1% |
| YTD | +57.5% | -21.2% | +78.7% | +76.8% |
| 1Y | +75.7% | -18.9% | +94.5% | +91.5% |
| 3Y | +19.5% | +52.6% | -33.2% | -14.5% |
| All | +82.0% | +60.4% | +21.7% | +20.4% |
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