+69.6%
LSCC vs SITM
+47.5%
+22.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.4% | +10.6% | +5.2% |
| 7D | +3.0% | -19.5% | +22.5% | +12.5% |
| 30D | -19.3% | -43.2% | +23.9% | +1.4% |
| 3M | -22.3% | -30.8% | +8.6% | -10.9% |
| 6M | -14.6% | -28.6% | +14.0% | -4.3% |
| YTD | +45.8% | +14.2% | +31.6% | +37.8% |
| 1Y | +69.6% | +44.4% | +25.2% | +55.8% |
| All | +69.6% | +47.5% | +22.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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