+68.0%
LSCC vs SM
+72.1%
-4.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.2% | +7.2% |
| 7D | +13.0% | -25.9% | +38.9% | +8.7% |
| 30D | -19.8% | -15.1% | -4.7% | -21.4% |
| 3M | -18.4% | +4.9% | -23.3% | -18.4% |
| 6M | -16.1% | +6.1% | -22.3% | -14.6% |
| YTD | +42.7% | +63.4% | -20.7% | +32.2% |
| 1Y | +68.0% | +72.5% | -4.5% | +54.6% |
| All | +68.0% | +72.1% | -4.1% | +54.6% |
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 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