+1,379.1%
LSCC vs SM
+4.9%
+1,374.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.7% | +11.2% | +8.9% |
| 7D | +19.3% | -22.3% | +41.6% | +23.7% |
| 30D | -9.6% | -21.4% | +11.7% | -6.7% |
| 3M | -12.4% | +1.4% | -13.8% | -13.6% |
| 6M | -10.5% | +0.1% | -10.6% | -12.3% |
| YTD | +54.8% | +59.0% | -4.2% | +38.8% |
| 1Y | +79.4% | +64.3% | +15.0% | +59.7% |
| 3Y | +109.6% | -13.1% | +122.7% | +105.2% |
| 5Y | +40.4% | -13.9% | +54.2% | +34.3% |
| 10Y | +1,379.1% | +1.7% | +1,377.4% | +909.6% |
| All | +1,379.1% | +4.9% | +1,374.2% | +909.6% |
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