+215.6%
SMH vs LSCC
+99.6%
+116.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -0.3% |
| 7D | +4.9% | +7.0% | -2.1% | +1.3% |
| 30D | -13.8% | -2.3% | -11.5% | -13.5% |
| 3M | -17.4% | -12.5% | -4.9% | -13.0% |
| 6M | -15.0% | -10.6% | -4.4% | -11.4% |
| YTD | +35.2% | +52.7% | -17.5% | +8.9% |
| 1Y | +41.6% | +74.0% | -32.4% | +7.3% |
| 3Y | +215.6% | +104.8% | +110.8% | +105.3% |
| All | +215.6% | +99.6% | +116.0% | +105.3% |
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 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