+82.0%
LSCC vs SM
+107.8%
-25.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -9.7% | +26.3% | -36.0% | -15.9% |
| 3M | -23.7% | +8.7% | -32.4% | -26.5% |
| 6M | +26.5% | +51.7% | -25.2% | +6.2% |
| YTD | +57.5% | +99.0% | -41.5% | +19.6% |
| 1Y | +75.7% | +34.6% | +41.1% | +51.6% |
| 3Y | +19.5% | -7.8% | +27.2% | +12.1% |
| All | +82.0% | +107.8% | -25.8% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling