+1,180.7%
LSCC vs SGI
+2,083.6%
-902.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +1.3% | +8.5% | -7.2% | -1.2% |
| 30D | -9.7% | +0.7% | -10.3% | -10.2% |
| 3M | -23.7% | +0.6% | -24.3% | -24.3% |
| 6M | +26.5% | -17.9% | +44.4% | +33.5% |
| YTD | +57.5% | -21.2% | +78.7% | +67.5% |
| 1Y | +75.7% | -18.9% | +94.5% | +84.5% |
| 3Y | +19.5% | +52.6% | -33.2% | +4.7% |
| 5Y | +83.8% | +60.7% | +23.0% | +57.1% |
| 10Y | +1,772.4% | +278.1% | +1,494.3% | +1,044.8% |
| All | +1,180.7% | +2,083.6% | -902.9% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling