+11.1%
SMR vs LSCC
+88.7%
-77.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.4% | +13.9% | +14.7% |
| 7D | +21.4% | +5.2% | +16.2% | +18.8% |
| 30D | +13.8% | -9.6% | +23.5% | +18.7% |
| 3M | +3.9% | -17.8% | +21.7% | +13.3% |
| 6M | -4.2% | +37.4% | -41.6% | -15.1% |
| YTD | -21.1% | +59.7% | -80.8% | -34.9% |
| 1Y | -67.1% | +76.2% | -143.3% | -73.6% |
| 3Y | +88.9% | +28.2% | +60.7% | +49.5% |
| All | +11.1% | +88.7% | -77.6% | -19.8% |
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