+415.5%
SIMO vs LSCC
+20.0%
+395.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.0% | +6.7% | +7.8% |
| 7D | +4.2% | +1.3% | +2.9% | +3.7% |
| 30D | +4.1% | -9.7% | +13.8% | +9.3% |
| 3M | -12.9% | -23.7% | +10.8% | -1.3% |
| 6M | +110.3% | +26.5% | +83.9% | +98.8% |
| YTD | +178.6% | +57.5% | +121.1% | +144.0% |
| 1Y | +220.0% | +75.7% | +144.3% | +170.3% |
| All | +415.5% | +20.0% | +395.4% | +310.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling