+4.5%
SMCI vs LSCC
+101.3%
-96.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.4% |
| 7D | -11.5% | +5.0% | -16.5% | -14.5% |
| 30D | -33.6% | -11.7% | -21.9% | -28.8% |
| 3M | -11.7% | -13.3% | +1.6% | -4.3% |
| 6M | -21.4% | -12.5% | -8.9% | -14.1% |
| YTD | -5.1% | +51.2% | -56.3% | -25.3% |
| 1Y | -30.9% | +65.9% | -96.7% | -48.5% |
| 3Y | +4.5% | +95.3% | -90.9% | -36.8% |
| All | +4.5% | +101.3% | -96.9% | -36.8% |
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