+2,457.3%
LSCC vs SM
+1,289.1%
+1,168.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.6% | -4.0% | -7.7% |
| 7D | -4.8% | -25.1% | +20.3% | +0.2% |
| 30D | -27.1% | -15.6% | -11.5% | -25.2% |
| 3M | -23.6% | +2.7% | -26.3% | -25.0% |
| 6M | -19.8% | -3.8% | -16.0% | -21.3% |
| YTD | +33.2% | +61.8% | -28.6% | +16.4% |
| 1Y | +55.2% | +71.4% | -16.1% | +33.8% |
| 3Y | +70.1% | -20.7% | +90.8% | +68.8% |
| 5Y | +19.5% | -11.5% | +31.0% | +11.9% |
| 10Y | +1,164.9% | +10.2% | +1,154.7% | +648.1% |
| All | +2,457.3% | +1,289.1% | +1,168.2% | +733.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling