+81.3%
LSCC vs SM
+78.0%
+3.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.2% | -8.4% | -2.6% |
| 7D | +21.2% | +10.6% | +10.6% | +22.7% |
| 30D | -1.9% | -15.0% | +13.1% | -4.0% |
| 3M | -8.1% | +1.7% | -9.7% | -8.1% |
| 6M | -5.2% | +5.9% | -11.1% | -3.1% |
| YTD | +61.5% | +79.0% | -17.5% | +50.2% |
| 1Y | +81.3% | +84.7% | -3.4% | +68.2% |
| All | +81.3% | +78.0% | +3.3% | +68.2% |
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