-49.5%
SMR vs LSCC
+68.7%
-118.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +7.1% | +9.1% | +13.1% |
| 7D | -9.6% | +13.0% | -22.6% | -14.1% |
| 30D | -33.8% | -19.8% | -13.9% | -27.2% |
| 3M | -46.4% | -18.4% | -28.0% | -42.2% |
| 6M | -62.4% | -16.1% | -46.3% | -59.6% |
| YTD | -64.1% | +42.7% | -106.9% | -69.3% |
| 1Y | -84.3% | +68.0% | -152.4% | -87.4% |
| 3Y | +55.8% | +85.8% | -30.0% | +19.8% |
| All | -49.5% | +68.7% | -118.2% | -62.2% |
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