+519.3%
LSCC vs SITM
+4,507.3%
-3,988.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.2% |
| 7D | +5.2% | +8.4% | -3.2% | +1.9% |
| 30D | -9.6% | -17.4% | +7.8% | -3.1% |
| 3M | -17.8% | -9.8% | -7.9% | -15.8% |
| 6M | +37.4% | +83.0% | -45.5% | +4.9% |
| YTD | +59.7% | +69.6% | -9.9% | +23.9% |
| 1Y | +76.2% | +144.9% | -68.7% | +16.1% |
| 3Y | +28.2% | +429.9% | -401.7% | -43.2% |
| 5Y | +87.2% | +169.2% | -82.0% | -4.6% |
| All | +519.3% | +4,507.3% | -3,988.0% | +74.6% |
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