+1,803.3%
SMH vs LSCC
+1,791.9%
+11.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +5.2% | +5.2% | 0.0% | +2.8% |
| 30D | -1.5% | -9.6% | +8.1% | +3.1% |
| 3M | -4.1% | -17.8% | +13.7% | +4.6% |
| 6M | +50.8% | +37.4% | +13.3% | +29.3% |
| YTD | +59.3% | +59.7% | -0.4% | +26.2% |
| 1Y | +94.1% | +76.2% | +17.9% | +45.8% |
| 3Y | +286.7% | +28.2% | +258.5% | +207.2% |
| 5Y | +339.4% | +87.2% | +252.2% | +182.5% |
| 10Y | +1,803.3% | +1,795.0% | +8.3% | +461.5% |
| All | +1,803.3% | +1,791.9% | +11.3% | +461.5% |
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