+365.5%
SIMO vs LSCC
+1,155.2%
-789.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -8.6% | -5.8% | -11.2% |
| 7D | -31.4% | -4.8% | -26.6% | -30.0% |
| 30D | -45.2% | -27.1% | -18.1% | -38.0% |
| 3M | -36.5% | -23.6% | -12.9% | -28.9% |
| 6M | -34.2% | -19.8% | -14.4% | -26.4% |
| YTD | +69.9% | +33.2% | +36.7% | +61.1% |
| 1Y | +60.4% | +55.2% | +5.2% | +45.1% |
| 3Y | +203.1% | +70.1% | +133.0% | +152.9% |
| 5Y | +145.4% | +19.5% | +125.9% | +110.5% |
| All | +365.5% | +1,155.2% | -789.7% | +112.5% |
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