+2,923.5%
LSCC vs SM
+1,608.3%
+1,315.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -9.7% | +26.3% | -36.0% | -13.9% |
| 3M | -23.7% | +8.7% | -32.4% | -25.7% |
| 6M | +26.5% | +51.7% | -25.2% | +13.6% |
| YTD | +57.5% | +99.0% | -41.5% | +33.6% |
| 1Y | +75.7% | +34.6% | +41.1% | +60.4% |
| 3Y | +19.5% | -7.8% | +27.2% | +16.1% |
| 5Y | +83.8% | +104.8% | -21.0% | +47.9% |
| 10Y | +1,772.4% | +7.2% | +1,765.1% | +1,025.7% |
| All | +2,923.5% | +1,608.3% | +1,315.2% | +856.5% |
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