+1,469.9%
SMH vs LSCC
+1,398.6%
+71.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.4% | -3.4% | +1.1% |
| 7D | -4.1% | +19.3% | -23.4% | -11.9% |
| 30D | -19.2% | -9.6% | -9.6% | -15.7% |
| 3M | -16.4% | -12.4% | -3.9% | -11.9% |
| 6M | -14.0% | -10.5% | -3.5% | -10.6% |
| YTD | +35.3% | +54.8% | -19.4% | +7.3% |
| 1Y | +40.4% | +79.4% | -38.9% | +3.7% |
| 3Y | +226.8% | +109.6% | +117.3% | +106.2% |
| 5Y | +232.3% | +40.4% | +191.9% | +136.1% |
| 10Y | +1,469.9% | +1,379.1% | +90.9% | +360.3% |
| All | +1,469.9% | +1,398.6% | +71.4% | +360.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling