+1,007.3%
SMH vs LSCC
+210.3%
+797.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.1% | -3.5% | +0.4% |
| 7D | -11.2% | +13.0% | -24.2% | -16.0% |
| 30D | -25.8% | -19.8% | -5.9% | -18.4% |
| 3M | -18.8% | -18.4% | -0.4% | -11.9% |
| 6M | -15.6% | -16.1% | +0.5% | -9.8% |
| YTD | +28.8% | +42.7% | -13.9% | +7.0% |
| 1Y | +32.6% | +68.0% | -35.4% | +2.1% |
| 3Y | +213.6% | +85.8% | +127.8% | +114.4% |
| 5Y | +222.4% | +28.0% | +194.4% | +147.9% |
| 10Y | +1,429.6% | +1,255.1% | +174.6% | +278.6% |
| All | +1,007.3% | +210.3% | +797.0% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling