+547.2%
LSCC vs SITM
+3,535.1%
-2,987.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.3% | +4.0% | +7.9% |
| 7D | +14.5% | +17.2% | -2.7% | +7.5% |
| 30D | -0.1% | -17.1% | +17.0% | +7.3% |
| 3M | -2.7% | -29.2% | +26.5% | +10.5% |
| 6M | -4.8% | -47.6% | +42.8% | +19.2% |
| YTD | +66.9% | +33.8% | +33.1% | +41.4% |
| 1Y | +85.8% | +54.1% | +31.7% | +48.6% |
| 3Y | +115.6% | +337.6% | -222.0% | +3.2% |
| 5Y | +48.8% | +89.7% | -40.9% | -14.1% |
| All | +547.2% | +3,535.1% | -2,987.9% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling