+279.8%
SMH vs LSCC
+24.1%
+255.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | +2.5% | +1.3% | +1.2% | +1.9% |
| 30D | -0.5% | -9.7% | +9.2% | +4.2% |
| 3M | -9.6% | -23.7% | +14.1% | +1.8% |
| 6M | +42.1% | +26.5% | +15.6% | +28.0% |
| YTD | +57.4% | +57.5% | -0.1% | +27.9% |
| 1Y | +96.2% | +75.7% | +20.5% | +51.0% |
| All | +279.8% | +24.1% | +255.7% | +192.4% |
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