+270.1%
SIMO vs LSCC
+82.7%
+187.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.0% | +6.7% | +7.9% |
| 7D | +4.2% | +1.3% | +2.9% | +3.8% |
| 30D | +4.1% | -9.7% | +13.8% | +8.6% |
| 3M | -12.9% | -23.7% | +10.8% | -2.6% |
| 6M | +110.3% | +26.5% | +83.9% | +99.2% |
| YTD | +178.6% | +57.5% | +121.1% | +146.0% |
| 1Y | +220.0% | +75.7% | +144.3% | +173.1% |
| 3Y | +409.0% | +19.5% | +389.6% | +349.5% |
| All | +270.1% | +82.7% | +187.4% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling