+25.4%
LSCC vs SITM
+395.0%
-369.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.6% | -0.7% |
| 7D | +1.3% | +9.7% | -8.4% | -2.5% |
| 30D | -9.7% | +12.7% | -22.4% | -15.8% |
| 3M | -23.7% | -13.4% | -10.3% | -20.4% |
| 6M | +26.5% | +59.6% | -33.1% | -0.8% |
| YTD | +57.5% | +73.3% | -15.8% | +18.3% |
| 1Y | +75.7% | +165.5% | -89.9% | +7.5% |
| All | +25.4% | +395.0% | -369.6% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling