+4,344.1%
SMCI vs LVS
-21.8%
+4,365.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | +5.2% | -2.7% | +7.9% | +5.9% |
| 30D | +23.7% | -4.7% | +28.4% | +25.1% |
| 3M | -4.2% | -15.6% | +11.4% | -0.4% |
| 6M | +21.7% | -18.6% | +40.4% | +28.0% |
| YTD | +33.0% | -32.3% | +65.3% | +45.6% |
| 1Y | -9.3% | -18.0% | +8.7% | -5.8% |
| 3Y | +38.7% | -5.8% | +44.5% | +39.0% |
| 5Y | +967.2% | +5.7% | +961.4% | +910.1% |
| 10Y | +1,745.9% | 0.0% | +1,745.9% | +1,636.5% |
| All | +4,344.1% | -21.8% | +4,365.8% | +3,284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 all: compounded portfolio wealth divided by compounded LVS 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…
all analysis · Full analysis span regression · 6 months rolling