+434.6%
SIMO vs LSCC
+1,498.6%
-1,064.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +10.4% | -1.7% | +4.8% |
| 7D | +0.9% | +14.5% | -13.5% | -3.7% |
| 30D | -25.4% | -0.1% | -25.3% | -25.0% |
| 3M | -17.8% | -2.7% | -15.1% | -15.9% |
| 6M | -29.6% | -4.8% | -24.8% | -26.3% |
| YTD | +100.3% | +66.9% | +33.5% | +74.8% |
| 1Y | +100.4% | +85.8% | +14.5% | +69.1% |
| 3Y | +246.1% | +115.6% | +130.5% | +164.9% |
| 5Y | +189.8% | +48.8% | +141.0% | +129.1% |
| 10Y | +434.6% | +1,490.3% | -1,055.7% | +117.9% |
| All | +434.6% | +1,498.6% | -1,064.0% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling