+56.5%
SMR vs LSCC
+20.0%
+36.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.7% |
| 7D | +4.4% | +1.3% | +3.1% | +3.6% |
| 30D | +3.4% | -9.7% | +13.1% | +9.1% |
| 3M | -19.2% | -23.7% | +4.5% | -5.9% |
| 6M | -22.6% | +26.5% | -49.1% | -32.0% |
| YTD | -31.5% | +57.5% | -89.1% | -47.7% |
| 1Y | -73.1% | +75.7% | -148.8% | -80.4% |
| All | +56.5% | +20.0% | +36.4% | +3.7% |
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