+75.7%
LSCC vs SM
+36.8%
+38.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +1.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -9.7% | +25.6% | -35.2% | -9.3% |
| 3M | -23.7% | +8.0% | -31.8% | -22.4% |
| 6M | +26.5% | +50.8% | -24.3% | +21.3% |
| YTD | +57.5% | +97.9% | -40.4% | +40.9% |
| 1Y | +75.7% | +33.8% | +41.9% | +64.8% |
| All | +75.7% | +36.8% | +38.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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