+453.6%
LSCC vs SITM
+3,107.0%
-2,653.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +17.4% | -10.3% | +0.4% |
| 7D | +13.0% | -6.7% | +19.7% | +15.3% |
| 30D | -19.8% | -37.3% | +17.5% | -4.4% |
| 3M | -18.4% | -39.4% | +21.0% | -1.9% |
| 6M | -16.1% | -33.1% | +17.0% | -6.3% |
| YTD | +42.7% | +18.0% | +24.7% | +26.8% |
| 1Y | +68.0% | +22.7% | +45.3% | +46.1% |
| 3Y | +85.8% | +283.8% | -198.0% | -6.6% |
| 5Y | +28.0% | +45.0% | -17.0% | -19.9% |
| All | +453.6% | +3,107.0% | -2,653.4% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling