+73.0%
SIMO vs LSCC
+68.2%
+4.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -3.0% | -1.3% |
| 7D | -22.0% | +13.0% | -35.0% | -28.9% |
| 30D | -43.0% | -19.8% | -23.2% | -32.4% |
| 3M | -39.1% | -18.4% | -20.7% | -28.3% |
| 6M | -33.3% | -16.1% | -17.2% | -19.9% |
| YTD | +77.0% | +42.7% | +34.2% | +68.9% |
| 1Y | +73.0% | +68.0% | +5.0% | +54.0% |
| All | +73.0% | +68.2% | +4.8% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling