+388.8%
SIMO vs LSCC
+1,351.6%
-962.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -3.6% |
| 7D | +4.1% | +7.0% | -2.9% | +1.6% |
| 30D | -24.0% | -2.3% | -21.7% | -22.9% |
| 3M | -31.8% | -12.5% | -19.2% | -27.4% |
| 6M | -36.9% | -10.6% | -26.3% | -32.3% |
| YTD | +84.8% | +52.7% | +32.1% | +66.7% |
| 1Y | +99.0% | +74.0% | +25.0% | +72.4% |
| 3Y | +217.9% | +104.8% | +113.1% | +149.1% |
| 5Y | +171.5% | +36.2% | +135.2% | +121.9% |
| All | +388.8% | +1,351.6% | -962.8% | +106.9% |
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