+1,486.2%
LSCC vs SM
+12.4%
+1,473.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.6% | +4.8% | +9.5% |
| 7D | +14.5% | +0.3% | +14.1% | +14.5% |
| 30D | -0.1% | -17.3% | +17.3% | +2.4% |
| 3M | -2.7% | -3.6% | +0.9% | -3.1% |
| 6M | -4.8% | +2.9% | -7.7% | -7.0% |
| YTD | +66.9% | +70.2% | -3.4% | +48.1% |
| 1Y | +85.8% | +66.5% | +19.3% | +65.3% |
| 3Y | +115.6% | -8.2% | +123.8% | +109.3% |
| 5Y | +48.8% | -1.5% | +50.3% | +39.9% |
| All | +1,486.2% | +12.4% | +1,473.8% | +971.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling